Stochastic Calculus of Variations
For Jump Processes
3rd Edition
Published on 24. July 2023
XIV, 362 pages
978-3-11-067532-0 (ISBN)
Description
This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provides many results on this topic in a self-contained way for e.g., stochastic differential equations (SDEs) with jumps. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory, mathematical finance and so. This third and entirely revised edition of the work is updated to reflect the latest developments in the theory and some applications with graphics.
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Book
07/2023
3rd Edition
De Gruyter
€210.00
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E-Book
07/2023
3rd Edition
De Gruyter
€199.95
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Person
Yasushi Ishikawa , Ehime University, Japan.
