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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VerfasserIn: | |
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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Table of 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