02032nam0 22004453i 450 VAN0027814920240806101550.122N978303109446020240618d2022 |0itac50 baengCH|||| |||||Stochastic Calculus via RegularizationsFrancesco Russo, Pierre ValloisChamBocconi UniversitySpringer2022xxxi, 638 p.ill.24 cm001VAN001132412001 Bocconi & Springer seriesmathematics, statistics, finance and economics210 Berlin [etc.]Bocconi universitySpringer1160-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60HxxStochastic analysis [MSC 2020]VANC019765MFDirichlet processesKW:KFeynman-Kac FormulaeKW:KFinite Quadratic Variation ProcessesKW:KLyons-Zheng ProcessesKW:KMalliavin CalculusKW:KPathwise Stochastic Integration and CalculusKW:KRough PathsKW:KStochastic AnalysisKW:KStochastic differential equationsKW:KCHChamVANL001889RussoFrancescomatematicoVANV23067914217ValloisPierreVANV2306801740148Springer <editore>VANV108073650Università Bocconi <editore>VANV108809650ITSOL20240906RICAhttps://doi.org/10.1007/978-3-031-09446-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00278149BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-Book 8901 08eMF8901 20240701 Stochastic Calculus via Regularizations4165490UNICAMPANIA