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Stochastic Calculus of Variations : For Jump Processes (Hardcover) (Yasushi Ishikawa)

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About this item

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.

Number of Pages: 278
Genre: Mathematics
Sub-Genre: Differential Equations, Probability + Statistics / General
Series Title: De Gruyter Studies in Mathematics
Format: Hardcover
Publisher: De Gruyter
Author: Yasushi Ishikawa
Language: English
Street Date: March 7, 2016
TCIN: 51380747
UPC: 9783110377767
Item Number (DPCI): 248-19-9804
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