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Stochastic Integration by Parts and Functional Itô Calculus
Original price was: ₹3,426.00.₹2,742.00Current price is: ₹2,742.00.
Includes a general method for proving existence of a density for stochastic processes, using interpolation Illustrates a pathwise derivation of the Ito formula
and the Functional Ito calculus Provides solutions to problems in applied fields such
as mathematical finance
Includes a general method for proving existence of a density for stochastic processes, using interpolation Illustrates a pathwise derivation of the Ito formula
and the Functional Ito calculus Provides solutions to problems in applied fields such
as mathematical finance
Additional information
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Book information
Edition
1st Edition
ISBN [Softcover]
9783319271279
Publisher
Birkhauser
Year
2016
Pages
IX, 208 p.
Series Title
Advanced Courses in Mathematics - CRM Barcelona
Language
English
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