Stochastic Calculus of Variations

For Jump Processes

von Yasushi Ishikawa

362 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Reihe: De Gruyter Studies in Mathematics
• Themen: Mathematik und Naturwissenschaften Mathematik Wahrscheinlichkeitsrechnung und Statistik
• ISBN: 9783110675283
• Sprache: Englisch
• Erscheinungsdatum: 24.07.2023
• Größe: 24 x 17 cm
• Verlag: De Gruyter