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Found 1 from your keywords: author=Rama Cont
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Stochastic Integration by Parts and Functional Itô Calculus
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Vlad BallyLucia CaramellinoRama Cont

The notes of the course by Vlad Bally are co-authored with her collaborator Lucia Caramellino. They develop integration by parts formulas in an abstract setting, extending Malliavin’s work on abstract Wiener spaces, and thereby being applicable to prove absolute continuity for a broad class of random vectors. Properties like regularity of the density, estimates of the tails, and approximati…

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978-3-319-27128-6
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