Stochastic integration by parts and functional Itô calculus

Author(s)

• Bally, Vlad
• Caramellino, Lucia
• Cont, Rama
• Utzet, Frederic
• Vives, Josep

Bibliographic Information

Stochastic integration by parts and functional Itô calculus

Vlad Bally, Lucia Caramellino, Rama Cont ; edited by Frederic Utzet, Josep Vives

（Advanced courses in mathematics CRM Barcelona）

Birkhäuser , Springer, c2016

Note

Bibliography: p. 203-207

Details

• NCID: BB21057674
• ISBN:
  • 9783319271279
• Country Code: xx
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [S.l.],Cham
• Pages/Volumes: ix, 207 p.
• Size: 24 cm
• Classification:
  • DC23 : 519.22
• Subject Headings:
  • LCSH : Stochastic analysis
  • LCSH : Functional analysis
• Parent Bibliography ID:
  • BA54122399