Stochastic Integration by Parts and Functional Ito Calculus by Vlad Bally (Engli

A rigorous exploration of stochastic integration by parts and functional Itô calculus, this volume presents fresh proofs, pathwise insights, and applications to rough path analysis for advanced researchers.

Brand: Birkhauser Verlag AG
MPN: 1 colour illustrations, biography
ISBN: 9783319271279
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