{"product_id":"9783319271279","title":"Advanced Courses in Mathematics - CRM Barcelona","description":"\u003ch1\u003eAdvanced Courses in Mathematics - CRM Barcelona\u003c\/h1\u003e \u003ch2\u003eBally, Vlad; Caramellino, Lucia; Cont, Rama; Utzet, Frederic; Vives, Josep\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis volume contains lecture notes from the courses\ngiven by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic\nAnalysis (July 2012).\u003c\/p\u003e\u003cp\u003eThe notes of the course by Vlad Bally, co-authored\nwith Lucia Caramellino, develop integration by parts formulas in an abstract\nsetting, extending Malliavin's work on abstract Wiener spaces. The results are\napplied to prove absolute continuity and regularity results of the density for\na broad class of random processes.\u003c\/p\u003eRama Cont's notes provide an\nintroduction to the Functional Itô Calculus, a non-anticipative functional\ncalculus that extends the classical Itô calculus to path-dependent functionals\nof stochastic processes. This calculus leads to a new class of path-dependent\npartial differential equations, termed Functional Kolmogorov Equations, which\narise in the study of martingales and forward-backward stochastic differential\nequations.\u003cp\u003eThis book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Birkhäuser\u003c\/p\u003e \u003cp\u003ePublication Date: 2016-03-23\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319271279\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-27128-6\u003c\/p\u003e \u003cp\u003eDimensions: 240cm x168cm\u003c\/p\u003e \u003cp\u003ePages: 208\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":45378497708172,"sku":"9783319271279","price":35.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319271279.jpg?v=1776430733","url":"https:\/\/lateknightbooks.com\/products\/9783319271279","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}