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Stochastic integration by parts and Functional Ito calculus

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https://hal.archives-ouvertes.fr/hal-01266184
Contributor : Serena Benassù <>
Submitted on : Tuesday, February 2, 2016 - 11:25:20 AM
Last modification on : Saturday, March 28, 2020 - 2:15:03 AM

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  • HAL Id : hal-01266184, version 1

Citation

V. Bally, L. Caramellino, R. Cont. Stochastic integration by parts and Functional Ito calculus. Birkhäuser, 2016, Advanced Courses in Mathematics - CRM Barcelona. ⟨hal-01266184⟩

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