Stochastic calculus of variations for jump processes/ Yasushi Ishikawa.

Ishikawa  Yasushi

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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