02021nam0 2200445 i 450 VAN011538920220316014441.403N978-3-319-27128-620180307d2016 |0itac50 baengCH|||| |||||Stochastic integration by parts and functional Itô calculusVlad Bally, Lucia Caramellino, Rama Conteditors for this volume: Frederic Utzet ... [et al.][Basel]BirkhäuserSpringer2016IX, 207 p.ill.24 cm001VAN00603452001 Advanced courses in mathematicsCRM Barcellona210 Basel [etc.]BirkhäuserVAN0243196Stochastic integration by parts and functional Itô calculus152365360-XXProbability theory and stochastic processes [MSC 2020]VANC020428MFInterpolation spacesKW:KKolmogorov equationsKW:KMalliavin CalculusKW:KOrdinary differential equationsKW:KPartial differential equationsKW:KPath-dependent PDEKW:KProbability lawsKW:KBaselVANL002076BallyVladVANV089300756088CaramellinoLuciaVANV089301756089ContRamaVANV089302471726UtzetFredericVANV088798Birkhäuser <editore>VANV108193650Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-27128-6E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0115389BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2526 15EB 2526 20180307 Stochastic integration by parts and functional Itô calculus1523653UNICAMPANIA