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Stochastic calculus of variations for jump processes/ Yasushi Ishikawa.
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| dc.contributor.author | Ishikawa Yasushi | |
| dc.date.accessioned | 2024-01-29T22:29:02Z | |
| dc.date.available | 2024-01-29T22:29:02Z | |
| dc.date.issued | 2016 | |
| dc.identifier.citation | Ishikawa. Stochastic calculus of variations for jump processes: 2nd edition. - 1 online resource (x, 278 pages) - URL: https://libweb.kpfu.ru/ebsco/pdf/1204362.pdf | |
| dc.identifier.isbn | 9783110378078 | |
| dc.identifier.isbn | 3110378078 | |
| dc.identifier.isbn | 9783110392326 | |
| dc.identifier.isbn | 3110392321 | |
| dc.identifier.issn | 0179-0986 ; | |
| dc.identifier.uri | https://dspace.kpfu.ru/xmlui/handle/net/180768 | |
| dc.description | Includes bibliographical references (pages 265-274) and index. | |
| dc.description.abstract | This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. The author provides many results on this topic in a self-contained way. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. | |
| dc.description.tableofcontents | Lévy processes and Itô calculus -- Perturbations and properties of the probability law -- Analysis of Wiener-Poisson functionals -- Applications. | |
| dc.language | English | |
| dc.language.iso | en | |
| dc.relation.ispartofseries | De Gruyter studies in mathematics. volume 54 | |
| dc.relation.ispartofseries | De Gruyter studies in mathematics ;. 54. | |
| dc.subject.other | Malliavin calculus. | |
| dc.subject.other | Calculus of variations. | |
| dc.subject.other | Jump processes. | |
| dc.subject.other | Stochastic processes. | |
| dc.subject.other | Stochastic Processes | |
| dc.subject.other | Jump process. | |
| dc.subject.other | Lévy process. | |
| dc.subject.other | S.D.E. | |
| dc.subject.other | Stochastic calculus. | |
| dc.subject.other | Calcul de Malliavin. | |
| dc.subject.other | Calcul des variations. | |
| dc.subject.other | Processus de sauts. | |
| dc.subject.other | Processus stochastiques. | |
| dc.subject.other | MATHEMATICS -- Applied. | |
| dc.subject.other | MATHEMATICS -- Probability & Statistics -- General. | |
| dc.subject.other | Calculus of variations. | |
| dc.subject.other | Jump processes. | |
| dc.subject.other | Malliavin calculus. | |
| dc.subject.other | Stochastic processes. | |
| dc.subject.other | Electronic books. | |
| dc.subject.other | Electronic books. | |
| dc.title | Stochastic calculus of variations for jump processes/ Yasushi Ishikawa. | |
| dc.type | Book | |
| dc.description.pages | 1 online resource (x, 278 pages) | |
| dc.collection | Электронно-библиотечные системы | |
| dc.source.id | EN05CEBSCO05C203033 |
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