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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| 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. |
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| Online-ссылка: | EBSCOhost Перейти в каталог НБ ТГУ |