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Ishikawa, Y: Stochastic Calculus of Variations

Bag om Ishikawa, Y: Stochastic Calculus of Variations

This monograph 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. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. This third, entirely revised edition of the work was updated to reflected the latest developments in the theory.

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  • Sprog:
  • Tysk
  • ISBN:
  • 9783110675283
  • Indbinding:
  • Hardback
  • Udgivet:
  • 24. juli 2023
  • Udgave:
  • 23003
  • Størrelse:
  • 175x25x246 mm.
  • Vægt:
  • 752 g.
  • 8-11 hverdage.
  • 5. december 2024
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Beskrivelse af Ishikawa, Y: Stochastic Calculus of Variations

This monograph 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. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. This third, entirely revised edition of the work was updated to reflected the latest developments in the theory.

Brugerbedømmelser af Ishikawa, Y: Stochastic Calculus of Variations