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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| Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2023] ©2023 |
| Year of Publication: | 2023 |
| Language: | English |
| Series: | De Gruyter Studies in Mathematics ,
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| Physical Description: | 1 online resource (XIV, 362 p.) |
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Ishikawa, Yasushi, author. aut http://id.loc.gov/vocabulary/relators/aut Stochastic Calculus of Variations : For Jump Processes / Yasushi Ishikawa. Berlin ; Boston : De Gruyter, [2023] ©2023 1 online resource (XIV, 362 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda De Gruyter Studies in Mathematics , 0179-0986 ; 54 Frontmatter -- Preface to the first edition -- Preface to the second edition -- Preface to the third edition -- 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 -- A Appendix -- Bibliography -- List of symbols -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star 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. Issued also in print. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 08. Aug 2023) Malliavin calculus. Malliavin-Kalkül. Stochastische Analysis. Stochastische Funktional-Differentialgleichung. Stochastische partielle Differentialgleichung. MATHEMATICS / Probability & Statistics / General. bisacsh Title is part of eBook package: De Gruyter DG Plus DeG Package 2023 Part 1 9783111175782 Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2023 English 9783111319292 Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2023 9783111318912 ZDB-23-DGG Title is part of eBook package: De Gruyter EBOOK PACKAGE Mathematics 2023 English 9783111319209 Title is part of eBook package: De Gruyter EBOOK PACKAGE Mathematics 2023 9783111318608 ZDB-23-DMA EPUB 9783110675320 print 9783110675283 https://doi.org/10.1515/9783110675290 https://www.degruyter.com/isbn/9783110675290 Cover https://www.degruyter.com/document/cover/isbn/9783110675290/original |
| language |
English |
| format |
eBook |
| author |
Ishikawa, Yasushi, Ishikawa, Yasushi, |
| spellingShingle |
Ishikawa, Yasushi, Ishikawa, Yasushi, Stochastic Calculus of Variations : For Jump Processes / De Gruyter Studies in Mathematics , Frontmatter -- Preface to the first edition -- Preface to the second edition -- Preface to the third edition -- 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 -- A Appendix -- Bibliography -- List of symbols -- Index |
| author_facet |
Ishikawa, Yasushi, Ishikawa, Yasushi, |
| author_variant |
y i yi y i yi |
| author_role |
VerfasserIn VerfasserIn |
| author_sort |
Ishikawa, Yasushi, |
| title |
Stochastic Calculus of Variations : For Jump Processes / |
| title_sub |
For Jump Processes / |
| title_full |
Stochastic Calculus of Variations : For Jump Processes / Yasushi Ishikawa. |
| title_fullStr |
Stochastic Calculus of Variations : For Jump Processes / Yasushi Ishikawa. |
| title_full_unstemmed |
Stochastic Calculus of Variations : For Jump Processes / Yasushi Ishikawa. |
| title_auth |
Stochastic Calculus of Variations : For Jump Processes / |
| title_alt |
Frontmatter -- Preface to the first edition -- Preface to the second edition -- Preface to the third edition -- 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 -- A Appendix -- Bibliography -- List of symbols -- Index |
| title_new |
Stochastic Calculus of Variations : |
| title_sort |
stochastic calculus of variations : for jump processes / |
| series |
De Gruyter Studies in Mathematics , |
| series2 |
De Gruyter Studies in Mathematics , |
| publisher |
De Gruyter, |
| publishDate |
2023 |
| physical |
1 online resource (XIV, 362 p.) Issued also in print. |
| contents |
Frontmatter -- Preface to the first edition -- Preface to the second edition -- Preface to the third edition -- 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 -- A Appendix -- Bibliography -- List of symbols -- Index |
| isbn |
9783110675290 9783111175782 9783111319292 9783111318912 9783111319209 9783111318608 9783110675320 9783110675283 |
| issn |
0179-0986 ; |
| callnumber-first |
Q - Science |
| callnumber-subject |
QA - Mathematics |
| callnumber-label |
QA274 |
| callnumber-sort |
QA 3274.2 I84 42023 |
| url |
https://doi.org/10.1515/9783110675290 https://www.degruyter.com/isbn/9783110675290 https://www.degruyter.com/document/cover/isbn/9783110675290/original |
| illustrated |
Not Illustrated |
| dewey-hundreds |
500 - Science |
| dewey-tens |
510 - Mathematics |
| dewey-ones |
519 - Probabilities & applied mathematics |
| dewey-full |
519.2 |
| dewey-sort |
3519.2 |
| dewey-raw |
519.2 |
| dewey-search |
519.2 |
| doi_str_mv |
10.1515/9783110675290 |
| work_keys_str_mv |
AT ishikawayasushi stochasticcalculusofvariationsforjumpprocesses |
| status_str |
n |
| ids_txt_mv |
(DE-B1597)535978 |
| carrierType_str_mv |
cr |
| hierarchy_parent_title |
Title is part of eBook package: De Gruyter DG Plus DeG Package 2023 Part 1 Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2023 English Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2023 Title is part of eBook package: De Gruyter EBOOK PACKAGE Mathematics 2023 English Title is part of eBook package: De Gruyter EBOOK PACKAGE Mathematics 2023 |
| is_hierarchy_title |
Stochastic Calculus of Variations : For Jump Processes / |
| container_title |
Title is part of eBook package: De Gruyter DG Plus DeG Package 2023 Part 1 |
| _version_ |
1775793047457497088 |
| fullrecord |
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