Stochastic calculus of variations: for jump processes
This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. The author provides many results on this topic in a self-contained way. The boo...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; Boston
De Gruyter
[2016]
|
| Edition: | 2nd edition |
| Series: | De Gruyter studies in mathematics
54 |
| Subjects: | |
| Online Access: | FHR01 TUM01 Volltext |
| Summary: | This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. 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 |
| Item Description: | Description based on online resource; title from PDF title page (publisher’s Web site, viewed Jan. 06, 2016) |
| Physical Description: | 1 Online-Ressource (X, 280 Seiten) |
| ISBN: | 9783110378078 9783110392326 |
Staff View
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| 500 | |a Description based on online resource; title from PDF title page (publisher’s Web site, viewed Jan. 06, 2016) | ||
| 520 | |a This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. 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 | ||
| 546 | |a In English | ||
| 650 | 4 | |a Jump process | |
| 650 | 4 | |a Lévy process | |
| 650 | 4 | |a S.D.E. | |
| 650 | 4 | |a Stochastic calculus | |
| 650 | 0 | 7 | |a Malliavin-Kalkül |0 (DE-588)4242584-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Sprungprozess |0 (DE-588)4427906-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Sprungprozess |0 (DE-588)4427906-1 |D s |
| 689 | 0 | 1 | |a Malliavin-Kalkül |0 (DE-588)4242584-0 |D s |
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Record in the Search Index
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| 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 |
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| ctrlnum | (ZDB-23-DGG)9783110378078 (OCoLC)949960367 (DE-599)BVBBV043599384 |
| dewey-full | 510 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 510 - Mathematics |
| dewey-raw | 510 |
| dewey-search | 510 |
| dewey-sort | 3510 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2nd edition |
| format | Electronic eBook |
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| id | DE-604.BV043599384 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:30:39Z |
| institution | BVB |
| isbn | 9783110378078 9783110392326 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029013597 |
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| physical | 1 Online-Ressource (X, 280 Seiten) |
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| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | De Gruyter |
| record_format | marc |
| 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 2nd edition Berlin ; Boston De Gruyter [2016] © 2016 1 Online-Ressource (X, 280 Seiten) txt rdacontent c rdamedia cr rdacarrier De Gruyter studies in mathematics 54 Description based on online resource; title from PDF title page (publisher’s Web site, viewed Jan. 06, 2016) This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. 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 In English Jump process Lévy process S.D.E. Stochastic calculus Malliavin-Kalkül (DE-588)4242584-0 gnd rswk-swf Sprungprozess (DE-588)4427906-1 gnd rswk-swf Sprungprozess (DE-588)4427906-1 s Malliavin-Kalkül (DE-588)4242584-0 s DE-604 Erscheint auch als Druck-Ausgabe 978-3-11-037776-7 De Gruyter studies in mathematics 54 (DE-604)BV044966417 54 http://www.degruyter.com/doi/book/10.1515/9783110378078 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Ishikawa, Yasushi 1959- Stochastic calculus of variations for jump processes De Gruyter studies in mathematics Jump process Lévy process S.D.E. Stochastic calculus 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 |
| title_sort | stochastic calculus of variations for jump processes |
| title_sub | for jump processes |
| topic | Jump process Lévy process S.D.E. Stochastic calculus Malliavin-Kalkül (DE-588)4242584-0 gnd Sprungprozess (DE-588)4427906-1 gnd |
| topic_facet | Jump process Lévy process S.D.E. Stochastic calculus Malliavin-Kalkül Sprungprozess |
| url | http://www.degruyter.com/doi/book/10.1515/9783110378078 |
| volume_link | (DE-604)BV044966417 |
| work_keys_str_mv | AT ishikawayasushi stochasticcalculusofvariationsforjumpprocesses |