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Stochastic Calculus of Variations : For Jump Processes.
- Format:
- Book
- Author/Creator:
- Ishikawa, Yasushi.
- Series:
- De Gruyter Studies in Mathematics Series
- De Gruyter Studies in Mathematics Series ; v.54
- Language:
- English
- Subjects (All):
- Malliavin calculus.
- Physical Description:
- 1 online resource (376 pages)
- Edition:
- 3rd ed.
- Place of Publication:
- Berlin/Boston : Walter de Gruyter GmbH, 2016.
- Summary:
- The series de Gruyter Studies in Mathematics was founded ca. 35 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel. The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods, and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist.
- Contents:
- Intro
- 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.
- Notes:
- Description based on publisher supplied metadata and other sources.
- ISBN:
- 9783110675290
- 3110675293
- OCLC:
- 1390922309
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