Frederic Utzet – författare
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4 produkter
Stochastic Integration by Parts and Functional Itô Calculus
Av Vlad Bally, Lucia Caramellino m. fl.
Häftad, 2016
334 kr
Lägg i varukorg
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 …
Stochastic Integration by Parts and Functional Ito Calculus
Av Rama Cont, Lucia Caramellino m. fl.
E-bok, 2016
367 kr
Lägg i varukorg
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 …
From Lévy-Type Processes to Parabolic SPDEs
Av Davar Khoshnevisan, René Schilling m. fl.
Häftad, 2017
334 kr
Lägg i varukorg
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis.René Schilling’s notes are an expanded version of his course on Lévy and Lévy-type processes, the purpose of which is …
From Levy-Type Processes to Parabolic SPDEs
Av Rene Schilling, Davar Khoshnevisan m. fl.
E-bok, 2016
391 kr
Lägg i varukorg
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilling, respectively, at the second Barcelona Summer School on Stochastic Analysis. René Schilling’s notes are an expanded version of his course on Lévy and Lévy-type processes, the purpose of which is …