Stochastic calculus of variations for jump processes / Yasushi Ishikawa.

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 boo...

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Ishikawa, Yasushi, 1959 October 1- (Author)
Format: eBook
Language:English
Published: Berlin ; Boston : De Gruyter, [2016]
Edition:2nd edition.
Series:De Gruyter studies in mathematics ; 54.
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Call Number: QA274.2 .I84 2016eb
QA274.2 .I84 2016eb Available