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...
Saved in:
| Online Access: |
Full Text (via ProQuest) |
|---|---|
| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; Boston :
De Gruyter,
[2016]
|
| Edition: | 2nd edition. |
| Series: | De Gruyter studies in mathematics ;
54. |
| Subjects: |
Search Result 1
Stochastic calculus of variations for jump processes /
Published 2013
Full Text (via ProQuest)
eBook