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

Παρόμοια τεκμήρια

Stochastic Analysis and Applications 2014 In Honour of Terry Lyons /
Έκδοση: (2014)

A Course on Rough Paths With an Introduction to Regularity Structures /
ανά: Friz, Peter K., κ.ά.
Έκδοση: (2014)

Stochastic Analysis and Related Topics In Honour of Ali Süleyman Üstünel, Paris, June 2010 /
Έκδοση: (2012)

Approximation of Stochastic Invariant Manifolds Stochastic Manifolds for Nonlinear SPDEs I /
ανά: Chekroun, Mickaël D., κ.ά.
Έκδοση: (2015)

Stochastic Partial Differential Equations: An Introduction
ανά: Liu, Wei, κ.ά.
Έκδοση: (2015)

Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations Stochastic Manifolds for Nonlinear SPDEs II /
ανά: Chekroun, Mickaël D., κ.ά.
Έκδοση: (2015)

Almost Periodic Stochastic Processes
ανά: Bezandry, Paul H., κ.ά.
Έκδοση: (2011)

Stochastic Partial Differential Equations
ανά: Lototsky, Sergey V., κ.ά.
Έκδοση: (2017)

A Minicourse on Stochastic Partial Differential Equations
ανά: Dalang, Robert, κ.ά.
Έκδοση: (2009)

Stochastic Analysis and Related Topics A Festschrift in Honor of Rodrigo Bañuelos /
Έκδοση: (2017)

Stochastic Partial Differential Equations A Modeling, White Noise Functional Approach /
ανά: Holden, Helge, κ.ά.
Έκδοση: (2010)

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
ανά: Pardoux, Etienne, κ.ά.
Έκδοση: (2014)

Stochastic Integration in Banach Spaces Theory and Applications /
ανά: Mandrekar, Vidyadhar, κ.ά.
Έκδοση: (2015)

Stochastic Porous Media Equations
ανά: Barbu, Viorel, κ.ά.
Έκδοση: (2016)

From Lévy-Type Processes to Parabolic SPDEs
ανά: Khoshnevisan, Davar, κ.ά.
Έκδοση: (2016)

The Art of Random Walks
ανά: Telcs, András
Έκδοση: (2006)

An Introduction to Fronts in Random Media
ανά: Xin, Jack
Έκδοση: (2009)

Lévy Matters VI Lévy-Type Processes: Moments, Construction and Heat Kernel Estimates /
ανά: Kühn, Franziska
Έκδοση: (2017)

Stochastic Control Theory Dynamic Programming Principle /
ανά: Nisio, Makiko
Έκδοση: (2015)

Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications
ανά: Govindan, T. E.
Έκδοση: (2016)

Asymptotic Analysis for Functional Stochastic Differential Equations
ανά: Bao, Jianhai, κ.ά.
Έκδοση: (2016)

Seminar on Stochastic Analysis, Random Fields and Applications VII Centro Stefano Franscini, Ascona, May 2011 /
Έκδοση: (2013)

Stochastic Analysis: A Series of Lectures Centre Interfacultaire Bernoulli, January–June 2012, Ecole Polytechnique Fédérale de Lausanne, Switzerland /
Έκδοση: (2015)

Lectures on Random Interfaces
ανά: Funaki, Tadahisa
Έκδοση: (2016)

Stochastic Calculus and Applications
ανά: Cohen, Samuel N., κ.ά.
Έκδοση: (2015)

Existence and Regularity Properties of the Integrated Density of States of Random Schrödinger Operators
ανά: Veselić, Ivan
Έκδοση: (2008)

Entropy Methods for the Boltzmann Equation Lectures from a Special Semester at the Centre Émile Borel, Institut H. Poincaré, Paris, 2001 /
ανά: Rezakhanlou, Fraydoun, κ.ά.
Έκδοση: (2008)

Nonlinear Filtering and Optimal Phase Tracking
ανά: Schuss, Zeev
Έκδοση: (2012)

Brownian Motion and its Applications to Mathematical Analysis École d'Été de Probabilités de Saint-Flour XLIII – 2013 /
ανά: Burdzy, Krzysztof
Έκδοση: (2014)

Mathematical Physics, Spectral Theory and Stochastic Analysis
Έκδοση: (2013)

Stochastic Differential Equations in Infinite Dimensions with Applications to Stochastic Partial Differential Equations /
ανά: Gawarecki, Leszek, κ.ά.
Έκδοση: (2011)

Strong and Weak Approximation of Semilinear Stochastic Evolution Equations
ανά: Kruse, Raphael
Έκδοση: (2014)

Numerical Methods for Stochastic Partial Differential Equations with White Noise
ανά: Zhang, Zhongqiang, κ.ά.
Έκδοση: (2017)

Harnack Inequalities for Stochastic Partial Differential Equations
ανά: Wang, Feng-Yu
Έκδοση: (2013)

Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and Langevin Equations /
ανά: Pavliotis, Grigorios A.
Έκδοση: (2014)

Stochastic Control of Hereditary Systems and Applications
Έκδοση: (2008)

The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise
ανά: Debussche, Arnaud, κ.ά.
Έκδοση: (2013)

Advances in Superprocesses and Nonlinear PDEs
Έκδοση: (2013)

A Concise Course on Stochastic Partial Differential Equations
ανά: Prévôt, Claudia, κ.ά.
Έκδοση: (2007)

Brownian Dynamics at Boundaries and Interfaces In Physics, Chemistry, and Biology /
ανά: Schuss, Zeev
Έκδοση: (2013)

Βιβλιοθήκη & Κέντρο Πληροφόρησης | Πανεπιστήμιο Πατρών