Stochastic integration by parts and functional Itô calculus:
Gespeichert in:
Hauptverfasser: | , , |
---|---|
Weitere Verfasser: | , |
Format: | Tagungsbericht Buch |
Sprache: | English |
Veröffentlicht: |
Switzerland
Birkhäuser
[2016]
|
Schriftenreihe: | Advanced courses in mathematics CRM Barcelona
|
Schlagworte: | |
Beschreibung: | Aus dem Vorwort: "During July 23th to 27th, 2012, the first session of the Barcelona Summer School on Stochastic Analysis was organized at the Centre de Recerca Matemàtica (CRM) in Bellaterra, Barcelona, Spain" |
Beschreibung: | ix, 207 Seiten Diagramm (farbig) |
ISBN: | 9783319271279 |
Internformat
MARC
LEADER | 00000nam a2200000 c 4500 | ||
---|---|---|---|
001 | BV043498428 | ||
003 | DE-604 | ||
005 | 20181115 | ||
007 | t | ||
008 | 160406s2016 |||| |||| 10||| eng d | ||
020 | |a 9783319271279 |c pbk. |9 978-3-319-27127-9 | ||
035 | |a (OCoLC)953841671 | ||
035 | |a (DE-599)BVBBV043498428 | ||
040 | |a DE-604 |b ger |e rda | ||
041 | 0 | |a eng | |
049 | |a DE-384 |a DE-11 |a DE-824 |a DE-83 |a DE-188 | ||
084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
084 | |a 60H07 |2 msc | ||
100 | 1 | |a Bally, Vlad |e Verfasser |0 (DE-588)1097759091 |4 aut | |
245 | 1 | 0 | |a Stochastic integration by parts and functional Itô calculus |c Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet, Universitat Autònoma de Barcelona; Josep Vives, Universitat de Barcelona |
264 | 1 | |a Switzerland |b Birkhäuser |c [2016] | |
264 | 4 | |c © 2016 | |
300 | |a ix, 207 Seiten |b Diagramm (farbig) | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 0 | |a Advanced courses in mathematics CRM Barcelona | |
500 | |a Aus dem Vorwort: "During July 23th to 27th, 2012, the first session of the Barcelona Summer School on Stochastic Analysis was organized at the Centre de Recerca Matemàtica (CRM) in Bellaterra, Barcelona, Spain" | ||
650 | 4 | |a Stochastic processes | |
650 | 4 | |a Calculus | |
650 | 0 | 7 | |a Partielle Differentialgleichung |0 (DE-588)4044779-0 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastisches Integral |0 (DE-588)4126478-2 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Ito-Formel |0 (DE-588)4487896-5 |2 gnd |9 rswk-swf |
655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |2 gnd-content | |
689 | 0 | 0 | |a Stochastisches Integral |0 (DE-588)4126478-2 |D s |
689 | 0 | 1 | |a Ito-Formel |0 (DE-588)4487896-5 |D s |
689 | 0 | 2 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |D s |
689 | 0 | 3 | |a Partielle Differentialgleichung |0 (DE-588)4044779-0 |D s |
689 | 0 | |5 DE-604 | |
700 | 1 | |a Caramellino, Lucia |e Verfasser |0 (DE-588)1097759180 |4 aut | |
700 | 1 | |a Cont, Rama |e Verfasser |0 (DE-588)140923446 |4 aut | |
700 | 1 | |a Utzet, Frederic |0 (DE-588)1097759520 |4 edt | |
700 | 1 | |a Vives, Josep |0 (DE-588)1033177210 |4 edt | |
711 | 2 | |a Barcelona Summer School on Stochastic Analysis |n 1. |d 2012 |c Barcelona |0 (DE-588)1098168321 |4 isb | |
776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-3-319-27128-6 |
999 | |a oai:aleph.bib-bvb.de:BVB01-028914877 |
Datensatz im Suchindex
_version_ | 1804176132170317824 |
---|---|
any_adam_object | |
author | Bally, Vlad Caramellino, Lucia Cont, Rama |
author2 | Utzet, Frederic Vives, Josep |
author2_role | edt edt |
author2_variant | f u fu j v jv |
author_GND | (DE-588)1097759091 (DE-588)1097759180 (DE-588)140923446 (DE-588)1097759520 (DE-588)1033177210 |
author_facet | Bally, Vlad Caramellino, Lucia Cont, Rama Utzet, Frederic Vives, Josep |
author_role | aut aut aut |
author_sort | Bally, Vlad |
author_variant | v b vb l c lc r c rc |
building | Verbundindex |
bvnumber | BV043498428 |
classification_rvk | SK 820 |
ctrlnum | (OCoLC)953841671 (DE-599)BVBBV043498428 |
discipline | Mathematik |
format | Conference Proceeding Book |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02460nam a2200529 c 4500</leader><controlfield tag="001">BV043498428</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20181115 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">160406s2016 |||| |||| 10||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783319271279</subfield><subfield code="c">pbk.</subfield><subfield code="9">978-3-319-27127-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)953841671</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043498428</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 820</subfield><subfield code="0">(DE-625)143258:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">60H07</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Bally, Vlad</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1097759091</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic integration by parts and functional Itô calculus</subfield><subfield code="c">Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet, Universitat Autònoma de Barcelona; Josep Vives, Universitat de Barcelona</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Switzerland</subfield><subfield code="b">Birkhäuser</subfield><subfield code="c">[2016]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2016</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">ix, 207 Seiten</subfield><subfield code="b">Diagramm (farbig)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Advanced courses in mathematics CRM Barcelona</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Aus dem Vorwort: "During July 23th to 27th, 2012, the first session of the Barcelona Summer School on Stochastic Analysis was organized at the Centre de Recerca Matemàtica (CRM) in Bellaterra, Barcelona, Spain"</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic processes</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Calculus</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Partielle Differentialgleichung</subfield><subfield code="0">(DE-588)4044779-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Integral</subfield><subfield code="0">(DE-588)4126478-2</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Differentialgleichung</subfield><subfield code="0">(DE-588)4057621-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ito-Formel</subfield><subfield code="0">(DE-588)4487896-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)1071861417</subfield><subfield code="a">Konferenzschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastisches Integral</subfield><subfield code="0">(DE-588)4126478-2</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ito-Formel</subfield><subfield code="0">(DE-588)4487896-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Stochastische Differentialgleichung</subfield><subfield code="0">(DE-588)4057621-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Partielle Differentialgleichung</subfield><subfield code="0">(DE-588)4044779-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Caramellino, Lucia</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)1097759180</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Cont, Rama</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)140923446</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Utzet, Frederic</subfield><subfield code="0">(DE-588)1097759520</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Vives, Josep</subfield><subfield code="0">(DE-588)1033177210</subfield><subfield code="4">edt</subfield></datafield><datafield tag="711" ind1="2" ind2=" "><subfield code="a">Barcelona Summer School on Stochastic Analysis</subfield><subfield code="n">1.</subfield><subfield code="d">2012</subfield><subfield code="c">Barcelona</subfield><subfield code="0">(DE-588)1098168321</subfield><subfield code="4">isb</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Online-Ausgabe</subfield><subfield code="z">978-3-319-27128-6</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028914877</subfield></datafield></record></collection> |
genre | (DE-588)1071861417 Konferenzschrift gnd-content |
genre_facet | Konferenzschrift |
id | DE-604.BV043498428 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:27:19Z |
institution | BVB |
institution_GND | (DE-588)1098168321 |
isbn | 9783319271279 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028914877 |
oclc_num | 953841671 |
open_access_boolean | |
owner | DE-384 DE-11 DE-824 DE-83 DE-188 |
owner_facet | DE-384 DE-11 DE-824 DE-83 DE-188 |
physical | ix, 207 Seiten Diagramm (farbig) |
publishDate | 2016 |
publishDateSearch | 2016 |
publishDateSort | 2016 |
publisher | Birkhäuser |
record_format | marc |
series2 | Advanced courses in mathematics CRM Barcelona |
spelling | Bally, Vlad Verfasser (DE-588)1097759091 aut Stochastic integration by parts and functional Itô calculus Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet, Universitat Autònoma de Barcelona; Josep Vives, Universitat de Barcelona Switzerland Birkhäuser [2016] © 2016 ix, 207 Seiten Diagramm (farbig) txt rdacontent n rdamedia nc rdacarrier Advanced courses in mathematics CRM Barcelona Aus dem Vorwort: "During July 23th to 27th, 2012, the first session of the Barcelona Summer School on Stochastic Analysis was organized at the Centre de Recerca Matemàtica (CRM) in Bellaterra, Barcelona, Spain" Stochastic processes Calculus Partielle Differentialgleichung (DE-588)4044779-0 gnd rswk-swf Stochastisches Integral (DE-588)4126478-2 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Ito-Formel (DE-588)4487896-5 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Stochastisches Integral (DE-588)4126478-2 s Ito-Formel (DE-588)4487896-5 s Stochastische Differentialgleichung (DE-588)4057621-8 s Partielle Differentialgleichung (DE-588)4044779-0 s DE-604 Caramellino, Lucia Verfasser (DE-588)1097759180 aut Cont, Rama Verfasser (DE-588)140923446 aut Utzet, Frederic (DE-588)1097759520 edt Vives, Josep (DE-588)1033177210 edt Barcelona Summer School on Stochastic Analysis 1. 2012 Barcelona (DE-588)1098168321 isb Erscheint auch als Online-Ausgabe 978-3-319-27128-6 |
spellingShingle | Bally, Vlad Caramellino, Lucia Cont, Rama Stochastic integration by parts and functional Itô calculus Stochastic processes Calculus Partielle Differentialgleichung (DE-588)4044779-0 gnd Stochastisches Integral (DE-588)4126478-2 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Ito-Formel (DE-588)4487896-5 gnd |
subject_GND | (DE-588)4044779-0 (DE-588)4126478-2 (DE-588)4057621-8 (DE-588)4487896-5 (DE-588)1071861417 |
title | Stochastic integration by parts and functional Itô calculus |
title_auth | Stochastic integration by parts and functional Itô calculus |
title_exact_search | Stochastic integration by parts and functional Itô calculus |
title_full | Stochastic integration by parts and functional Itô calculus Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet, Universitat Autònoma de Barcelona; Josep Vives, Universitat de Barcelona |
title_fullStr | Stochastic integration by parts and functional Itô calculus Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet, Universitat Autònoma de Barcelona; Josep Vives, Universitat de Barcelona |
title_full_unstemmed | Stochastic integration by parts and functional Itô calculus Vlad Bally, Lucia Caramellino, Rama Cont ; editors for this volume: Frederic Utzet, Universitat Autònoma de Barcelona; Josep Vives, Universitat de Barcelona |
title_short | Stochastic integration by parts and functional Itô calculus |
title_sort | stochastic integration by parts and functional ito calculus |
topic | Stochastic processes Calculus Partielle Differentialgleichung (DE-588)4044779-0 gnd Stochastisches Integral (DE-588)4126478-2 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Ito-Formel (DE-588)4487896-5 gnd |
topic_facet | Stochastic processes Calculus Partielle Differentialgleichung Stochastisches Integral Stochastische Differentialgleichung Ito-Formel Konferenzschrift |
work_keys_str_mv | AT ballyvlad stochasticintegrationbypartsandfunctionalitocalculus AT caramellinolucia stochasticintegrationbypartsandfunctionalitocalculus AT contrama stochasticintegrationbypartsandfunctionalitocalculus AT utzetfrederic stochasticintegrationbypartsandfunctionalitocalculus AT vivesjosep stochasticintegrationbypartsandfunctionalitocalculus AT barcelonasummerschoolonstochasticanalysisbarcelona stochasticintegrationbypartsandfunctionalitocalculus |