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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Bally, Vlad (Author), Caramellino, Lucia (Author), Cont, Rama (Author)
Corporate Author: SpringerLink (Online service)
Other Authors: Utzet, Frederic (Editor), Vives, Josep (Editor)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Birkhäuser, 2016.
Edition:1st ed. 2016.
Series:Advanced Courses in Mathematics - CRM Barcelona,
Subjects:
Probabilities.
Differential equations.
Probability Theory.
Differential Equations.
Online Access:Texto Completo

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