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Stochastic calculus of variations for jump processes /
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 boo...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin ; Boston :
De Gruyter,
[2016]
|
| Edición: | 2nd edition. |
| Colección: | De Gruyter studies in mathematics ;
54. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |6 880-01 |a Ishikawa, Yasushi, |d 1959 October 1- |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjKjWXmMY7QbVMM8TTCmV3 | |
| 245 | 1 | 0 | |a Stochastic calculus of variations for jump processes / |c Yasushi Ishikawa. |
| 250 | |a 2nd edition. | ||
| 264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2016] | |
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (x, 278 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a De Gruyter studies in mathematics, |x 0179-0986 ; |v volume 54 | |
| 504 | |a Includes bibliographical references (pages 265-274) and index. | ||
| 505 | 0 | |a Lévy processes and Itô calculus -- Perturbations and properties of the probability law -- Analysis of Wiener-Poisson functionals -- Applications. | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Malliavin calculus. | |
| 650 | 0 | |a Calculus of variations. | |
| 650 | 0 | |a Jump processes. | |
| 650 | 0 | |a Stochastic processes. | |
| 650 | 2 | |a Stochastic Processes | |
| 650 | 4 | |a Jump process. | |
| 650 | 4 | |a Lévy process. | |
| 650 | 4 | |a S.D.E. | |
| 650 | 4 | |a Stochastic calculus. | |
| 650 | 6 | |a Calcul de Malliavin. | |
| 650 | 6 | |a Calcul des variations. | |
| 650 | 6 | |a Processus de sauts. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Calculus of variations |2 fast | |
| 650 | 7 | |a Jump processes |2 fast | |
| 650 | 7 | |a Malliavin calculus |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 758 | |i has work: |a Stochastic calculus of variations for jump processes (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGCwf9Gwpq7MmYhPRmjJym |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Ishikawa, Yasushi, 1959 October 1- |t Stochastic calculus of variations for jump processes. |b 2nd edition. |d Berlin ; Boston : De Gruyter, [2016] |z 9783110377767 |z 3110377764 |w (DLC) 2016012640 |
| 830 | 0 | |a De Gruyter studies in mathematics ; |v 54. |x 0179-0986 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4451843 |z Texto completo |
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