Bibliografische Daten
ISBN/EAN: 9783110675283
Sprache: Englisch
Umfang: XIV, 362 S., 7 s/w Illustr., 7 b/w ill.
Einband: gebundenes Buch
Beschreibung
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.
Produktsicherheitsverordnung
Hersteller:
Walter de Gruyter GmbH
De Gruyter GmbH
productsafety@degruyterbrill.com
Genthiner Strasse 13
DE 10785 Berlin
Autorenportrait
Yasushi Ishikawa, Ehime University, Japan.
