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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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| Lenguaje: | eng |
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Springer
2016
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-27128-6 http://cds.cern.ch/record/2143589 |