Stochastic integration by parts and functional Itô calculus

DOI10.1007/978-3-319-27128-6zbMath1341.60002OpenAlexW2417828788MaRDI QIDQ261216

No author found.

Publication date: 22 March 2016

Published in: Advanced Courses in Mathematics -- CRM Barcelona (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-27128-6

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients ⋮ A martingale approach for fractional Brownian motions and related path dependent PDEs

This page was built for publication: Stochastic integration by parts and functional Itô calculus