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Stochastic Analysis and Related Topics: Proceedings of a Workshop held in Silivr

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A guide to the stochastic calculus of variations. - Nonclausal stochastic integrals and calculus. - An ito formula for processes with values in an abstract Wiener space. - Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence.

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ISBN-13:

9783540193159
Book Title:

Stochastic Analysis and Related Topics
ISBN:

9783540193159

None:

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