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Stochastic calculus of variations for jump processes /

This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes "with jumps"...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Ishikawa, Yasushi, 1959 October 1-
Format: Electronic eBook
Language:Inglés
Published: Berlin : De Gruyter, [2013]
Series:De Gruyter studies in mathematics.
Subjects:
Online Access:Texto completo