Stochastic Integration by Parts and Functional Ito Calculus - Advanced Courses in Mathematics - CRM Barcelona - Vlad Bally - Bøker - Birkhauser Verlag AG - 9783319271279 - 23. mars 2016
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Stochastic Integration by Parts and Functional Ito Calculus - Advanced Courses in Mathematics - CRM Barcelona 1st ed. 2016 edition

Vlad Bally

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Stochastic Integration by Parts and Functional Ito Calculus - Advanced Courses in Mathematics - CRM Barcelona 1st ed. 2016 edition

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 Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 23. mars 2016
ISBN13 9783319271279
Utgivere Birkhauser Verlag AG
Antall sider 208
Mål 180 × 241 × 12 mm   ·   358 g
Språk Tysk  
Redaktør Utzet, Frederic
Redaktør Vives, Josep

Se alt med Vlad Bally ( f.eks. Pocketbok )