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"...
Call Number: | Libro Electrónico |
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Main Author: | |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Berlin :
De Gruyter,
[2013]
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Series: | De Gruyter studies in mathematics.
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Subjects: | |
Online Access: | Texto completo |