Capa do artigo Stochastic Integration By Parts And Functional Ito Calculus
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Stochastic Integration By Parts And Functional Ito Calculus eBook

by Rama Cont, Lucia Caramellino e Vlad Bally
language: english
Publisher: Springer International Publishing, March of 2016 ‧
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This volume contains lecture notes from the coursesgiven by Vlad Bally and Rama Cont at the Barcelona Summer School on StochasticAnalysis (July 2012). The notes of the course by Vlad Bally, co-authoredwith Lucia Caramellino, develop integration by parts formulas in an abstractsetting, extending Malliavin's work on abstract Wiener spaces.

Stochastic Integration By Parts And Functional Ito Calculus

by Rama Cont, Lucia Caramellino e Vlad Bally

Property Description
ISBN: 9783319271286
Publisher: Springer International Publishing
Release Date: March of 2016
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Advanced Courses In Mathematics - Crm Barcelona
Categories: eBooks in English > Science > Mathematics
EAN: 9783319271286

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