Stochastic calculus of variations for jump processes
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 boo...
| Главный автор: | |
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| Формат: | Электронная книга |
| Язык: | English |
| Публикация: |
Berlin ; Boston
De Gruyter,
[2016]
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| Редактирование: | 2nd edition. |
| Серии: | De Gruyter studies in mathematics ;
54. |
| Предметы: | |
| Online-ссылка: | EBSCOhost Перейти в каталог НБ ТГУ |
| Итог: | 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. |
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| Объем: | 1 online resource (x, 278 pages) |
| Библиография: | Includes bibliographical references (pages 265-274) and index. |
| ISBN: | 9783110378078 3110378078 9783110392326 3110392321 |
| ISSN: | 0179-0986 ; |