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Item Details
Title: STOCHASTIC CALCULUS OF VARIATIONS
FOR JUMP PROCESSES
By: Yasushi Ishikawa
Format: Mixed media product

List price: £200.00


We currently do not stock this item, please contact the publisher directly for further information.

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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