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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| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; Boston
De Gruyter,
[2016]
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| Edition: | 2nd edition. |
| Series: | De Gruyter studies in mathematics ;
54. |
| Subjects: | |
| Online Access: | EBSCOhost Перейти в каталог НБ ТГУ |
Table of Contents:
- Lévy processes and Itô calculus
- Perturbations and properties of the probability law
- Analysis of Wiener-Poisson functionals
- Applications.