Stochastic calculus of variations for jump processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
de Gruyter
[2013]
|
| Schriftenreihe: | De Gruyter studies in mathematics
54 |
| Schlagworte: | |
| Online-Zugang: | Volltext Volltext Volltext |
| Beschreibung: | Description based upon print version of record Biographical note: Yasushi Ishikawa, Ehime University, Matsuyama, Japan Main description: This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes "with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Up to now, these topics were rarely discussed in a monograph |
| Beschreibung: | 1 Online-Ressource (PDF-Version: VIII, 266 S.) |
| ISBN: | 9783110281804 9783110282009 9783110282016 |
| DOI: | 10.1515/9783110282009 |
Internformat
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| 500 | |a Main description: This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes "with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Up to now, these topics were rarely discussed in a monograph | ||
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Datensatz im Suchindex
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| any_adam_object | |
| author | Ishikawa, Yasushi 1959- |
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| author_facet | Ishikawa, Yasushi 1959- |
| author_role | aut |
| author_sort | Ishikawa, Yasushi 1959- |
| author_variant | y i yi |
| building | Verbundindex |
| bvnumber | BV042348594 |
| classification_rvk | SK 820 |
| collection | ZDB-23-GSM ZDB-23-DGG ZDB-23-GMA ZDB-23-GBA |
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| dewey-full | 519.2/2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/2 |
| dewey-search | 519.2/2 |
| dewey-sort | 3519.2 12 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1515/9783110282009 |
| format | Electronic eBook |
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| id | DE-604.BV042348594 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:19:06Z |
| institution | BVB |
| isbn | 9783110281804 9783110282009 9783110282016 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027785075 |
| oclc_num | 851970519 |
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| physical | 1 Online-Ressource (PDF-Version: VIII, 266 S.) |
| psigel | ZDB-23-GSM ZDB-23-DGG ZDB-23-GMA ZDB-23-GBA FKE_PDA_DGG FLA_PDA_DGG FHA_PDA_DGG UPA_PDA_DGG FAW_PDA_DGG FCO_PDA_DGG ZDB-23-GBA_2000/2014 ZDB-23-GMA_2000/2014 |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | de Gruyter |
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| series | De Gruyter studies in mathematics |
| series2 | De Gruyter studies in mathematics |
| spelling | Ishikawa, Yasushi 1959- (DE-588)1036467341 aut Stochastic calculus of variations for jump processes Yasushi Ishikawa Berlin [u.a.] de Gruyter [2013] © 2013 1 Online-Ressource (PDF-Version: VIII, 266 S.) txt rdacontent c rdamedia cr rdacarrier De Gruyter studies in mathematics 54 Description based upon print version of record Biographical note: Yasushi Ishikawa, Ehime University, Matsuyama, Japan Main description: This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes "with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Up to now, these topics were rarely discussed in a monograph Malliavin-Kalkül (DE-588)4242584-0 gnd rswk-swf Sprungprozess (DE-588)4427906-1 gnd rswk-swf Electronic books Sprungprozess (DE-588)4427906-1 s Malliavin-Kalkül (DE-588)4242584-0 s 1\p DE-604 Erscheint auch als Druck-Ausgabe 978-3-11-028180-4 De Gruyter studies in mathematics 54 (DE-604)BV044966417 54 https://doi.org/10.1515/9783110282009 Verlag URL des Erstveröffentlichers Volltext http://www.degruyter.com/doi/book/10.1515/9783110282009 Verlag Volltext http://www.degruyter.com/search?f_0=isbnissn&q_0=9783110282009&searchTitles=true Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Ishikawa, Yasushi 1959- Stochastic calculus of variations for jump processes De Gruyter studies in mathematics Malliavin-Kalkül (DE-588)4242584-0 gnd Sprungprozess (DE-588)4427906-1 gnd |
| subject_GND | (DE-588)4242584-0 (DE-588)4427906-1 |
| title | Stochastic calculus of variations for jump processes |
| title_auth | Stochastic calculus of variations for jump processes |
| title_exact_search | Stochastic calculus of variations for jump processes |
| title_full | Stochastic calculus of variations for jump processes Yasushi Ishikawa |
| title_fullStr | Stochastic calculus of variations for jump processes Yasushi Ishikawa |
| title_full_unstemmed | Stochastic calculus of variations for jump processes Yasushi Ishikawa |
| title_short | Stochastic calculus of variations for jump processes |
| title_sort | stochastic calculus of variations for jump processes |
| topic | Malliavin-Kalkül (DE-588)4242584-0 gnd Sprungprozess (DE-588)4427906-1 gnd |
| topic_facet | Malliavin-Kalkül Sprungprozess |
| url | https://doi.org/10.1515/9783110282009 http://www.degruyter.com/doi/book/10.1515/9783110282009 http://www.degruyter.com/search?f_0=isbnissn&q_0=9783110282009&searchTitles=true |
| volume_link | (DE-604)BV044966417 |
| work_keys_str_mv | AT ishikawayasushi stochasticcalculusofvariationsforjumpprocesses |