Stochastic calculus of variations for jump processes /

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Bibliographic Details
Author / Creator:	Ishikawa, Yasushi, 1959 October 1- author. 石川保志, 1959 October 1- author.
Edition:	2nd edition.
Imprint:	©2016 Berlin ; Boston : De Gruyter, [2016]
Description:	1 online resource
Language:	English
Series:	De Gruyter studies in mathematics, 0179-0986 ; Volume 54 De Gruyter studies in mathematics ; 54.
Subject:	Malliavin calculus. Calculus of variations. Jump processes. Stochastic processes. Calculus of variations. Jump processes. Malliavin calculus. Stochastic processes.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11756966

Hidden Bibliographic Details
ISBN:	9783110378078 3110378078 9783110377767 3110377764 9783110378085 3110378086 3110392321 9783110392326 3110392321
Notes:	Includes bibliographical references (pages 265-274) and index. Print version record.
Summary:	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.
Other form:	Print version: Ishikawa, Yasushi, 1959 October 1- Stochastic calculus of variations for jump processes. 2nd edition. Berlin ; Boston : De Gruyter, [2016] 9783110377767 3110377764

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