Författare: Peter K. Friz

Stöd
Peter K. Friz is presently a full professor at TU and WIAS Berlin, previous professional affiliations include Cambridge University, Merrill Lynch. He holds a Ph D from the Courant Institute of New York University. PKF has made contributions to the understanding of the Navier-Stokes equation as dynamical system, pioneered new asymptotic techniques in financial mathematics and has written many influential papers on the applications of rough path theory to stochastic analysis, ranging from the interplay of rough paths with Malliavin calculus to a (rough-) pathwise view on non-linear SPDEs. Jointly with N. Victoir he authored a monograph on stochastic processes as rough paths.Martin Hairer FRS is currently Regius Professor of Mathematics at the University of Warwick. He has mostly worked in the field of stochastic partial differential equations in particular, and in stochastic analysis and stochastic dynamics in general. He made fundamental advances in various directions such as the study of hypoelliptic and/or hypocoercive diffusions, the development of an ergodic theory for stochastic PDEs, the systematisation of the construction of Lyapunov functions for stochastic systems, the development of a general theory of ergodicity for non-Markovian systems, multiscale analysis techniques, etc. Most recently, he has worked on applying rough path techniques to the analysis of certain ill-posed stochastic PDEs and introduced the theory of regularity structures.Martin Hairer won the Fields Medal 2014.




4 E-böcker av Peter K. Friz

Peter K. Friz & Martin Hairer: A Course on Rough Paths
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presen …
PDF
Engelska
€51.16
Peter K. Friz & Jim Gatheral: Large Deviations and Asymptotic Methods in Finance
Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of …
PDF
Engelska
€149.79
Peter K. Friz & Martin Hairer: A Course on Rough Paths
With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that hav …
PDF
Engelska
€53.49