Stochastic Calculus of Variations
For Jump Processes
2nd Edition
Published on 7. March 2016
Book
Mixed media product
X, 278 pages
978-3-11-037808-5 (ISBN)
Description
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.
More details
Series
Edition
2nd ed.
Language
English
Place of publication
Berlin
Germany
Target group
Professional and scholarly
US School Grade: College Graduate Student
Edition type
Revised edition
Illustrations
Includes a print version and an ebook
Dimensions
Height: 24 cm
Width: 17 cm
ISBN-13
978-3-11-037808-5 (9783110378085)
Schweitzer Classification
Person
Yasushi Ishikawa, Ehime University, Matsuyama, Japan.