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Stochastic Calculus of Variations: For Jump Processes

Original price was: ₹15152.00.Current price is: ₹11364.00.

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Author Yasu, Ishikawa
ISBN 9783110377767
Published Language English
Publication Year 2016
Publisher De Gruyter
Binding Hardback
Original Price €160.00
Pages 278
Ships By 2-3 days
SKU: DG-443 Categories: ,

Description

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.

Additional information

Weight 0.63 kg
Dimensions 24 × 17 cm
Author

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ISBN

Publisher

Original Price

Pages

278

Ships By

2-3 days