Vlad Bally (10 results)
Language: English
Published by Springer (India) Private Limited 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
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Language: English
Published by Birkhauser 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Paperback. Condition: Brand New. 207 pages. 9.25x6.50x0.50 inches. In Stock.
Language: English
Published by Birkhäuser, Springer 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 p…arts formulas in an abstractsetting, extending Malliavin's work on abstract Wiener spaces. The results areapplied to prove absolute continuity and regularity results of the density fora broad class of random processes.Rama Cont's notes provide anintroduction to the Functional Itô Calculus, a non-anticipative functionalcalculus that extends the classical Itô calculus to path-dependent functionalsof stochastic processes. This calculus leads to a new class of path-dependentpartial differential equations, termed Functional Kolmogorov Equations, whicharise in the study of martingales and forward-backward stochastic differentialequations.This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance.
Language: English
Published by Springer 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Taschenbuch. Condition: Neu. Stochastic Integration by Parts and Functional Itô Calculus | Vlad Bally (u. a.) | Taschenbuch | Advanced Courses in Mathematics - CRM Barcelona | ix | Englisch | 2016 | Springer | EAN 9783319271279 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelber…ger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Language: English
Published by Birkhäuser 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Language: English
Published by Springer (India) Private Limited 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Published by Springer International Publishing Mrz 2016 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 Malliavin's work on abstract Wiener spaces. The results areapplied to prove absolute continuity and regularity results of the density fora broad class of random processes.Rama Cont's notes provide anintroduction to the Functional Itô Calculus, a non-anticipative functionalcalculus that extends the classical Itô calculus to path-dependent functionalsof stochastic processes. This calculus leads to a new class of path-dependentpartial differential equations, termed Functional Kolmogorov Equations, whicharise in the study of martingales and forward-backward stochastic differentialequations.This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance. 220 pp. Englisch.
Language: English
Published by Springer (India) Private Limited 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
- Print on Demand
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Language: English
Published by Springer International Publishing 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes a general method forproving existence of a density for stochastic processes, using interpolationspacesIllustrates a pathwise derivation of the Ito formulaand the Functional Ito calculusProvides solutions to p…roblems in applied fiel.
Language: English
Published by Birkhäuser, Springer Mär 2016 2016
Series: Advanced Courses in Mathematics - CRM Barcelona, Book 23 of 35. Book 23 of 35 - Advanced Courses in Mathematics - CRM Barcelona
- Softcover
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 inte…gration by parts formulas in an abstractsetting, extending Malliavin's work on abstract Wiener spaces. The results areapplied to prove absolute continuity and regularity results of the density fora broad class of random processes.Rama Cont's notes provide anintroduction to the Functional Itô Calculus, a non-anticipative functionalcalculus that extends the classical Itô calculus to path-dependent functionalsof stochastic processes. This calculus leads to a new class of path-dependentpartial differential equations, termed Functional Kolmogorov Equations, whicharise in the study of martingales and forward-backward stochastic differentialequations.This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 220 pp. Englisch.
