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Course on rough paths : with an introduction to regularity structures

by Friz, Peter K [Author] | Hairer, Martin [Author].

Series: Universitext (UTX) Language: English Publication details: Cham Springer 2020Availability: Items available for loan: 1 Call number: 519.2 Fri.
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Stochastic integration by parts and functional itô calculus

by Bally, Vlad [Author] | Caramellino, Lucia [Author] | Cont, Rama [Author].

Series: Advanced Courses in Mathematics - CRM Barcelona Language: English Publication details: Cham Springer 2016Availability: Items available for loan: 1 Call number: 519.2 Bal.
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