Stochastic Calculus of Variations : : For Jump Processes / / Yasushi Ishikawa.
This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provides many results on this topic in a self-contained way for e.g., stochastic differential equations (SDEs) with jumps. The book also contains some applications of the stochastic calc...
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| Superior document: | Title is part of eBook package: De Gruyter DG Plus DeG Package 2023 Part 1 |
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| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2023] ©2023 |
| Year of Publication: | 2023 |
| Language: | English |
| Series: | De Gruyter Studies in Mathematics ,
54 |
| Online Access: | |
| Physical Description: | 1 online resource (XIV, 362 p.) |
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| 100 | 1 | |a Ishikawa, Yasushi, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Stochastic Calculus of Variations : |b For Jump Processes / |c Yasushi Ishikawa. |
| 264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2023] | |
| 264 | 4 | |c ©2023 | |
| 300 | |a 1 online resource (XIV, 362 p.) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 0 | |a De Gruyter Studies in Mathematics , |x 0179-0986 ; |v 54 | |
| 505 | 0 | 0 | |t Frontmatter -- |t Preface to the first edition -- |t Preface to the second edition -- |t Preface to the third edition -- |t Contents -- |t 0 Introduction -- |t 1 Lévy processes and Itô calculus -- |t 2 Perturbations and properties of the probability law -- |t 3 Analysis of Wiener–Poisson functionals -- |t 4 Applications -- |t A Appendix -- |t Bibliography -- |t List of symbols -- |t Index |
| 506 | 0 | |a restricted access |u http://purl.org/coar/access_right/c_16ec |f online access with authorization |2 star | |
| 520 | |a This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provides many results on this topic in a self-contained way for e.g., stochastic differential equations (SDEs) with jumps. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory, mathematical finance and so. This third and entirely revised edition of the work is updated to reflect the latest developments in the theory and some applications with graphics. | ||
| 530 | |a Issued also in print. | ||
| 538 | |a Mode of access: Internet via World Wide Web. | ||
| 546 | |a In English. | ||
| 588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 08. Aug 2023) | |
| 650 | 0 | |a Malliavin calculus. | |
| 650 | 4 | |a Malliavin-Kalkül. | |
| 650 | 4 | |a Stochastische Analysis. | |
| 650 | 4 | |a Stochastische Funktional-Differentialgleichung. | |
| 650 | 4 | |a Stochastische partielle Differentialgleichung. | |
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / General. |2 bisacsh | |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DG Plus DeG Package 2023 Part 1 |z 9783111175782 |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE COMPLETE 2023 English |z 9783111319292 |
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| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Mathematics 2023 English |z 9783111319209 |
| 773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Mathematics 2023 |z 9783111318608 |o ZDB-23-DMA |
| 776 | 0 | |c EPUB |z 9783110675320 | |
| 776 | 0 | |c print |z 9783110675283 | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/9783110675290 |
| 856 | 4 | 0 | |u https://www.degruyter.com/isbn/9783110675290 |
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