Format:
1 Online-Ressource (X, 280 Seiten)
Edition:
2nd edition
ISBN:
9783110378078
,
9783110392326
Series Statement:
De Gruyter studies in mathematics 54
Content:
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
Note:
Description based on online resource; title from PDF title page (publisher’s Web site, viewed Jan. 06, 2016)
,
In English
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 978-3-11-037776-7
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 978-3-11-037776-7
Language:
English
Subjects:
Mathematics
Keywords:
Sprungprozess
;
Malliavin-Kalkül
DOI:
10.1515/9783110378078
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(lizenzpflichtig)
Author information:
Ishikawa, Yasushi 1959-
