衰退 发表于 2025-3-21 16:08:57

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Resistance 发表于 2025-3-21 20:47:38

Stochastic Integration by Parts and Functional Itô Calculus978-3-319-27128-6Series ISSN 2297-0304 Series E-ISSN 2297-0312

tattle 发表于 2025-3-22 02:00:56

Advanced Courses in Mathematics - CRM Barcelonahttp://image.papertrans.cn/s/image/877978.jpg

有抱负者 发表于 2025-3-22 08:17:28

https://doi.org/10.1007/978-3-319-27128-6Malliavin calculus; probability laws; path-dependent PDE; Kolmogorov equations; interpolation spaces; ord

得体 发表于 2025-3-22 10:59:39

Integration by parts formulas and the Riesz transformThe aim of this chapter is to develop a general theory allowing to study the existence and regularity of the density of a probability law starting from integration by parts type formulas (leading to general Sobolev spaces) and the Riesz transform, as done in .

缩影 发表于 2025-3-22 15:20:13

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Consequence 发表于 2025-3-22 17:05:08

Pathwise calculus for non-anticipative functionalsThe focus of these lectures is to define a calculus which can be used to describe the variations of interesting classes of functionals of a given reference stochastic process X. In order to cover interesting examples of processes, we allow X to have right-continuous paths with left limits, i.e., its paths lie in the space . of càdlàg paths.

engrossed 发表于 2025-3-22 23:14:15

Weak functional calculus for square-integrable processesThe pathwise functional calculus presented in Chapters . and . extends the Itô Calculus to a large class of path dependent functionals of semimartingales, of which we have already given several examples.

中世纪 发表于 2025-3-23 04:38:18

Functional Kolmogorov equationsOne of the key topics in Stochastic Analysis is the deep link between Markov processes and partial differential equations, which can be used to characterize a diffusion process in terms of its infinitesimal generator .

Connotation 发表于 2025-3-23 06:37:38

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查看完整版本: Titlebook: Stochastic Integration by Parts and Functional Itô Calculus; Vlad Bally,Lucia Caramellino,Rama Cont,Frederic Ut Textbook 2016 Springer Int