Stochastic calculus of variations for jump processes

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...

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Библиографическая информация
Главный автор:	Ishikawa, Yasushi, 1959 October 1-
Формат:	Электронная книга
Язык:	English
Публикация:	Berlin ; Boston De Gruyter, [2016]
Редактирование:	2nd edition.
Серии:	De Gruyter studies in mathematics ; 54.
Предметы:	Malliavin calculus. Calculus of variations. Jump processes. Stochastic processes. Stochastic Processes Jump process. Lévy process. S.D.E. Stochastic calculus. Calcul de Malliavin. Calcul des variations. Processus de sauts. Processus stochastiques. MATHEMATICS > Applied. MATHEMATICS > Probability & Statistics > General. EBSCO eBooks Electronic books.
Online-ссылка:	EBSCOhost Перейти в каталог НБ ТГУ

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