Stochastic Integration by Parts and Functional Itô Calculus

Stochastic Integration by Parts and Functional Itô Calculus

This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis (July 2012). The notes of the course by Vlad Bally, co-authored with Lucia Caramellino, develop integration by parts formulas in an abstract setting, extending...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Bally, Vlad (Συγγραφέας), Caramellino, Lucia (Συγγραφέας), Cont, Rama (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή:	SpringerLink (Online service)
Μορφή:	Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:	English
Έκδοση:	Cham : Springer International Publishing : Imprint: Birkhäuser, 2016.
Σειρά:	Advanced Courses in Mathematics - CRM Barcelona,
Θέματα:	Mathematics. Differential equations. Partial differential equations. Probabilities. Probability Theory and Stochastic Processes. Ordinary Differential Equations. Partial Differential Equations.
Διαθέσιμο Online:	Full Text via HEAL-Link

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