Stochastic Calculus Under Weak Formulation

Autor:	Jianfeng Zhang
Rok vydání:	2017
Předmět:	Quantum stochastic calculus Computer science Multivariable calculus Calculus Stochastic calculus Limit (mathematics) Time-scale calculus Fundamental lemma of calculus of variations Weak formulation Malliavin calculus
Zdroj:	Backward Stochastic Differential Equations ISBN: 9781493972548
DOI:	10.1007/978-1-4939-7256-2_9
Popis:	The fully nonlinear theory will be built on the canonical space under weak formulation, which has many advantages both in theory and in applications. In this chapter we present some basic materials crucial for the theory. While we will try our best to make the presentation self-contained, due to the limit of the pages we will have to borrow some results from the standard literature of stochastic calculus, e.g., Karatzas & Shreve [117] and Revuz & Yor [206].
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::26eadc6725984282b4ac525cb0ef1de1 https://doi.org/10.1007/978-1-4939-7256-2_9 Zobrazit plný text záznamu