Abstract
Many questions in stochastic analysis and its applications in statistics of processes, physics, or mathematical finance involve path-dependent functionals of stochastic processes and there has been a sustained interest in developing an analytical framework for the systematic study of such path-dependent functionals.
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© 2016 Springer International Publishing Switzerland
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Cont, R. (2016). Overview. In: Utzet, F., Vives, J. (eds) Stochastic Integration by Parts and Functional Itô Calculus. Advanced Courses in Mathematics - CRM Barcelona. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-27128-6_4
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DOI: https://doi.org/10.1007/978-3-319-27128-6_4
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-27127-9
Online ISBN: 978-3-319-27128-6
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