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Books Year : 2022

Stochastic calculus via regularizations

Abstract

A self-contained contribution to stochastic analysis mixing probability functional analysis and pathwise techniques A comprehensive book starting from elementary concepts in probability Formulates the state of the art of stochastic calculus beyond semimartingales
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hal-03995178 , version 1 (17-02-2023)

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Francesco Russo, Pierre Vallois (Dir.). Stochastic calculus via regularizations. Springer International Publishing, 11, 2022, Bocconi & Springer Series, ⟨10.1007/978-3-031-09446-0⟩. ⟨hal-03995178⟩
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