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

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2297-0304 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..978-3-319-27127-9978-3-319-27128-6Series ISSN 2297-0304 Series E-ISSN 2297-0312

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2297-0304 of the Ito formulaand the Functional Ito calculus.Provides .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 integr

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Construction of integration by parts formulasformulas have been used in [8, 10] in order to study the regularity of solutions of jump-type stochastic equations, that is, including equations with discontinuous coefficients for which the Malliavin calculus developed by Bismut [17] and by Bichteler, Gravereaux, and Jacod [16] fails.

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Textbook 2016..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

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