Stochastic Integration by Parts and Functional Ito Calculus - Advanced Courses in Mathematics - CRM Barcelona - Vlad Bally - Books - Birkhauser Verlag AG - 9783319271279 - March 23, 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 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   ·   358 g
Language German  
Editor Utzet, Frederic
Editor Vives, Josep