Stochastic Integration by Parts and Functional Itô Calculus

by Rama Cont, Lucia Caramellino, Vlad Bally

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,... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 331927127X
• ISBN13: 9783319271279
• Release Date: March 2016
• Publisher: Birkhauser
• Length: 208 Pages
• Weight: 0.79 lbs.
• Dimensions: 0.5" x 6.7" x 9.6"