Sale!
25% Off

Stochastic Calculus of Variations: For Jump Processes

11100.000

1 in stock


AuthorIshikawa, Yasu
ISBN9783110377767
Published LanguageEnglish
Publication Year2016
PublisherDe Gruyter
BindingHardback
Original Price€160.00
Pages278
Ships By2-3 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

Weight0.63 kg
Dimensions24 × 17 cm
Author

,

ISBN

Publisher

Original Price

Pages

278

Ships By

2-3 days