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Stochastic Calculus of Variations
For Jump Processes
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Yasushi Ishikawa
Language:
English
Published/Copyright:
2023
About this book
This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provides many results on this topic in a self-contained way for e.g., stochastic differential equations (SDEs) with jumps. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory, mathematical finance and so. This third and entirely revised edition of the work is updated to reflect the latest developments in the theory and some applications with graphics.
- Focuses on Malliavin calculus for jump processes.
- Includes many applications to control theory and mathematical finance.
- New in this edition: extensive updates and one novel application.
Author / Editor information
Yasushi Ishikawa, Ehime University, Japan.
Topics
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I |
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V |
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VII |
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IX |
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XI |
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1 |
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5 |
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47 |
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146 |
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265 |
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335 |
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347 |
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357 |
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359 |
Publishing information
Pages and Images/Illustrations in book
eBook published on:
July 24, 2023
eBook ISBN:
9783110675290
Hardcover published on:
July 24, 2023
Hardcover ISBN:
9783110675283
Edition:
3rd ed.
Pages and Images/Illustrations in book
Front matter:
14
Main content:
362
Illustrations:
7
Keywords for this book
Malliavin calculus; Stochastic calculus; Stochastic functional differential equation; Stochastic partial differential equation
Audience(s) for this book
Advanced Master and PhD students, researchers in Mathematics; academic libraries.
Safety & product resources
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Manufacturer information:
Walter de Gruyter GmbH
Genthiner Straße 13
10785 Berlin
productsafety@degruyterbrill.com
