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Stochastic Calculus of Variations

- For Jump Processes

Bag om Stochastic Calculus of Variations

An introduction to the stochastic calculus of variations for processes with jumps. Written for researchers and graduate students who are interested in Malliavin calculus for jump processes, it also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783110377767
  • Indbinding:
  • Hardback
  • Sideantal:
  • 288
  • Udgivet:
  • 7. marts 2016
  • Udgave:
  • 2
  • Vægt:
  • 630 g.
  • Ukendt - mangler pt..

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An introduction to the stochastic calculus of variations for processes with jumps. Written for researchers and graduate students who are interested in Malliavin calculus for jump processes, it also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance.

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