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Stochastic Integration by Parts and Functional Ito Calculus - Advanced Courses in Mathematics - CRM Barcelona Vlad Bally 1st ed. 2016 edition
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Stochastic Integration by Parts and Functional Ito Calculus - Advanced Courses in Mathematics - CRM Barcelona
Vlad Bally
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.
207 pages, 1 colour illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | March 23, 2016 |
| ISBN13 | 9783319271279 |
| Publishers | Birkhauser Verlag AG |
| Pages | 208 |
| Dimensions | 180 × 241 × 12 mm · 400 g |
| Language | German |
| Editor | Utzet, Frederic |
| Editor | Vives, Josep |
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