Stochastic Calculus of Variations
For Jump Processes
Seiten
| Ausstattung: Hardcover & eBook
2016
|
2nd ed.
De Gruyter
978-3-11-037808-5 (ISBN)
De Gruyter
978-3-11-037808-5 (ISBN)
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This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. The author provides many results on this topic in a self-contained way. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance.
Yasushi Ishikawa, Ehime University, Matsuyama, Japan.
| Reihe/Serie | De Gruyter Studies in Mathematics ; 54 |
|---|---|
| Zusatzinfo | Includes a print version and an ebook |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 170 x 240 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| Schlagworte | Calculus of Variations • jump process • Jump Processes • Lévy process • Malliavin calculus • Malliavin-Kalkül • S.D.E. • Sprungprozess • Stochastic Calculus • Stochastic Processes |
| ISBN-10 | 3-11-037808-6 / 3110378086 |
| ISBN-13 | 978-3-11-037808-5 / 9783110378085 |
| Zustand | Neuware |
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