Name: Stochastic Integration by Parts and Functional Ito Calculus
Price: 294.95 DKK
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Author: Vlad Bally
ISBN: 9783319271279

Stochastic Integration by Parts and Functional Ito Calculus af Vlad Bally

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Bag om Stochastic Integration by Parts and Functional Ito Calculus

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.

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Sprog:
Engelsk

ISBN:
9783319271279

Forlag:
Birkhauser Verlag AG

Indbinding:
Paperback

Sideantal:
208

Udgivet:
23. marts 2016

Udgave:
12016

Størrelse:
241x180x12 mm.

Vægt:
400 g.

Leveringstid: 2-3 uger.
Forventet levering: 22. november 2024

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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.

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