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Stochastic Calculus of Variations for Jump Processes (Electronic book text)
Stochastic Calculus of Variations for Jump Processes (Electronic book text): Yasushi Ishikawa
Stochastic Calculus of Variations for Jump Processes (Electronic book text): Yasushi Ishikawa

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Stochastic Calculus of Variations for Jump Processes (Electronic book text)

Yasushi Ishikawa

Series: de Gruyter Studies in Mathematics

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This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes with jumps includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) with jumps. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Up to now, these topics were rarely discussed in a monograph.

General

Imprint: Walter De Gruyter Inc
Country of origin: United States
Series: de Gruyter Studies in Mathematics
Release date: 2013
Authors: Yasushi Ishikawa
Format: Electronic book text
Pages: 276
ISBN-13: 978-1-299-72173-9
Barcode: 9781299721739
Categories: Promotions
Books > Science & Mathematics > Mathematics > Algebra
Books > Science & Mathematics > Mathematics > Algebra > General
Books > Science & Mathematics > Mathematics > Applied mathematics
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 1-299-72173-7

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