Stochastic Calculus of Variations for Jump Processes / / Yasushi Ishikawa.
This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes "with jumps"...
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| Superior document: | Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package |
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| VerfasserIn: | |
| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2013] ©2013 |
| Year of Publication: | 2013 |
| Language: | English |
| Series: | De Gruyter Studies in Mathematics ,
54 |
| Online Access: | |
| Physical Description: | 1 online resource (266 p.) |
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