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Item Details
| Title:
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STOCHASTIC CALCULUS OF VARIATIONS
FOR JUMP PROCESSES |
| By: |
Yasushi Ishikawa |
| Format: |
Mixed media product |
| List price:
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£200.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3110378086 |
| ISBN 13: |
9783110378085 |
| Publisher: |
DE GRUYTER |
| Pub. date: |
7 March, 2016 |
| Edition: |
2nd Revised edition |
| Series: |
De Gruyter Studies in Mathematics 54 |
| Pages: |
278 |
| Description: |
An introduction to the stochastic calculus of variations for processes with jumps. Written for researchers and graduate students who are interested in Malliavin calculus for jump processes, it also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. |
| Synopsis: |
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. |
| Reader Age: |
College Graduate Student |
| Publication: |
Germany |
| Imprint: |
De Gruyter |
| Returns: |
Non-returnable |
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