Markedets billigste bøger
Levering: 1 - 2 hverdage

Stochastic Integration by Parts and Functional Ito Calculus

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319271279
  • Indbinding:
  • Paperback
  • Sideantal:
  • 208
  • Udgivet:
  • 23. Marts 2016
  • Udgave:
  • 12016
  • Størrelse:
  • 241x180x12 mm.
  • Vægt:
  • 400 g.
Leveringstid: 2-3 uger
Forventet levering: 19. Juli 2024

Beskrivelse af 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.

Brugerbedømmelser af Stochastic Integration by Parts and Functional Ito Calculus



Find lignende bøger
Bogen Stochastic Integration by Parts and Functional Ito Calculus findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.