Details
| Title | De Gruyter studies in mathematics ;. — Stochastic calculus of variations for jump processes. — 54. — 2nd edition. |
|---|---|
| Creators | Ishikawa Yasushi |
| Collection | Электронные книги зарубежных издательств ; Общая коллекция |
| Subjects | Malliavin calculus. ; Calculus of variations. ; Jump processes. ; Stochastic processes. ; Stochastic Processes ; Jump process. ; Lévy process. ; S.D.E. ; Stochastic calculus. ; Calcul de Malliavin. ; Calcul des variations. ; Processus de sauts. ; Processus stochastiques. ; MATHEMATICS — Applied. ; MATHEMATICS — Probability & Statistics — General. ; EBSCO eBooks |
| Document type | Other |
| File type | |
| Language | English |
| Rights | Доступ по паролю из сети Интернет (чтение, печать, копирование) |
| Record key | ocn954614531 |
| Record create date | 6/3/2016 |
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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.
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