Pathwise calculus for non-anticipative functionals
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Publication:2813627
DOI10.1007/978-3-319-27128-6_5zbMath1371.60098OpenAlexW2376006203MaRDI QIDQ2813627
Publication date: 24 June 2016
Published in: Advanced Courses in Mathematics - CRM Barcelona (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-27128-6_5
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)
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