Stochastic calculus of variations for jump processes /
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: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11756966 |
Summary: | 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" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". Contents: |
---|---|
Physical Description: | 1 online resource |
Bibliography: | Includes bibliographical references (pages 265-274) and index. |
ISBN: | 9783110378078 3110378078 9783110377767 3110377764 9783110378085 3110378086 3110392321 9783110392326 |
ISSN: | 0179-0986 ; |