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.
Reihe
Auflage
Sprache
Verlagsort
Zielgruppe
Für Beruf und Forschung
US School Grade: College Graduate Student
Editions-Typ
Illustrationen
Includes a print version and an ebook
Maße
ISBN-13
978-3-11-037808-5 (9783110378085)
Schweitzer Klassifikation
Yasushi Ishikawa, Ehime University, Matsuyama, Japan.