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"...
Saved in:
Superior document: | Title is part of eBook package: De Gruyter DG Studies in Mathematics eBook-Package |
---|---|
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.) |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- Frontmatter
- Preface
- Contents
- 0. Introduction
- 1. Lévy processes and Itô calculus
- 2. Perturbations and properties of the probability law
- 3. Analysis of Wiener–Poisson functionals
- 4. Applications
- Appendix
- Bibliography
- List of symbols
- Index