Stochastic integration by parts and functional Itô calculus:
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | , |
| Format: | Conference Proceeding Book |
| Language: | English |
| Published: |
Switzerland
Birkhäuser
[2016]
|
| Series: | Advanced courses in mathematics CRM Barcelona
|
| Subjects: | |
| Item Description: | 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" |
| Physical Description: | ix, 207 Seiten Diagramm (farbig) |
| ISBN: | 9783319271279 |
Staff View
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Record in the Search Index
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| author | Bally, Vlad Caramellino, Lucia Cont, Rama |
| author2 | Utzet, Frederic Vives, Josep |
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| author_facet | Bally, Vlad Caramellino, Lucia Cont, Rama Utzet, Frederic Vives, Josep |
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| bvnumber | BV043498428 |
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| ctrlnum | (OCoLC)953841671 (DE-599)BVBBV043498428 |
| discipline | Mathematik |
| format | Conference Proceeding Book |
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| 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 Ito-Formel (DE-588)4487896-5 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastisches Integral (DE-588)4126478-2 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 Ito-Formel (DE-588)4487896-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Stochastisches Integral (DE-588)4126478-2 gnd |
| subject_GND | (DE-588)4044779-0 (DE-588)4487896-5 (DE-588)4057621-8 (DE-588)4126478-2 (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 Ito-Formel (DE-588)4487896-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Stochastisches Integral (DE-588)4126478-2 gnd |
| topic_facet | Stochastic processes Calculus Partielle Differentialgleichung Ito-Formel Stochastische Differentialgleichung Stochastisches Integral Konferenzschrift |
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