Stochastic Calculus of Variations : : For Jump Processes / / Yasushi Ishikawa.

• Übergeordnet: Title is part of eBook package: De Gruyter DG Plus DeG Package 2023 Part 1
• VerfasserIn: Ishikawa, Yasushi,
• Ort / Verlag: Berlin ;, Boston : : De Gruyter, , [2023]; ©2023
• Erscheinungsjahr: 2023
• Sprache: Englisch
• Serie: De Gruyter Studies in Mathematics , 54
• Beschreibung: 1 online resource (XIV, 362 p.)
• Weitere Titel: Frontmatter --; Preface to the first edition --; Preface to the second edition --; Preface to the third edition --; Contents --; 0 Introduction --; 1 Lévy processes and Itô calculus --; 2 Perturbations and properties of the probability law --; 3 Analysis of Wiener–Poisson functionals --; 4 Applications --; A Appendix --; Bibliography --; List of symbols --; Index
• Zusammenfassung: 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.
• Format: Mode of access: Internet via World Wide Web.
• ISBN: 9783110675290; 9783111175782; 9783111319292; 9783111318912; 9783111319209; 9783111318608
• ISSN: 0179-0986
• DOI: 10.1515/9783110675290
• Zugangseinschränkungen: restricted access
• Hierarchiestufe: Monografie
• Verantwortlichkeitsangabe: Yasushi Ishikawa.

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 calc...