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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