Weak functional calculus for square-integrable processes

DOI10.1007/978-3-319-27128-6_7zbMath1371.60100OpenAlexW2353918714MaRDI QIDQ2813629

Rama Cont

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_7

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05)

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