Recenzije Stochastic Integration by Parts and Functional Ito Calculus

Stochastic Integration by Parts and Functional Ito Calculus

Stochastic Integration by Parts and Functional Ito Calculus

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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... pročitati sve 

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