Internformat: Stochastic calculus of variations for jump processes /

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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Bibliographische Detailangaben
1. Verfasser:	Ishikawa, Yasushi, 1959 October 1- (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Berlin ; Boston : De Gruyter, [2016]
Ausgabe:	2nd edition.
Schriftenreihe:	De Gruyter studies in mathematics ; 54.
Schlagworte:	Malliavin calculus. Calculus of variations. Jump processes. Stochastic processes. Stochastic Processes Jump process. Lévy process. S.D.E. Stochastic calculus. Calcul de Malliavin. Calcul des variations. Processus de sauts. Processus stochastiques. MATHEMATICS > Applied. MATHEMATICS > Probability & Statistics > General. Calculus of variations Jump processes Malliavin calculus Stochastic processes
Online-Zugang:	Volltext
Zusammenfassung:	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.
Beschreibung:	1 online resource (x, 278 pages)
Bibliographie:	Includes bibliographical references (pages 265-274) and index.
ISBN:	9783110378078 3110378078 9783110392326 3110392321
ISSN:	0179-0986 ;

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series	De Gruyter studies in mathematics ;
series2	De Gruyter studies in mathematics,
spelling	880-01 Ishikawa, Yasushi, 1959 October 1- author. https://id.oclc.org/worldcat/entity/E39PCjKjWXmMY7QbVMM8TTCmV3 http://id.loc.gov/authorities/names/n2013024482 Stochastic calculus of variations for jump processes / Yasushi Ishikawa. 2nd edition. Berlin ; Boston : De Gruyter, [2016] ©2016 1 online resource (x, 278 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier De Gruyter studies in mathematics, 0179-0986 ; volume 54 Includes bibliographical references (pages 265-274) and index. Lévy processes and Itô calculus -- Perturbations and properties of the probability law -- Analysis of Wiener-Poisson functionals -- Applications. 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. Print version record. Malliavin calculus. http://id.loc.gov/authorities/subjects/sh91004306 Calculus of variations. http://id.loc.gov/authorities/subjects/sh85018809 Jump processes. http://id.loc.gov/authorities/subjects/sh85070997 Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Jump process. Lévy process. S.D.E. Stochastic calculus. Calcul de Malliavin. Calcul des variations. Processus de sauts. Processus stochastiques. MATHEMATICS Applied. bisacsh MATHEMATICS Probability & Statistics General. bisacsh Calculus of variations fast Jump processes fast Malliavin calculus fast Stochastic processes fast has work: Stochastic calculus of variations for jump processes (Text) https://id.oclc.org/worldcat/entity/E39PCGCwf9Gwpq7MmYhPRmjJym https://id.oclc.org/worldcat/ontology/hasWork Print version: Ishikawa, Yasushi, 1959 October 1- Stochastic calculus of variations for jump processes. 2nd edition. Berlin ; Boston : De Gruyter, [2016] 9783110377767 3110377764 (DLC) 2016012640 De Gruyter studies in mathematics ; 54. 0179-0986 http://id.loc.gov/authorities/names/n83742913 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1204362 Volltext 100-01/$1 石川保志, 1959 October 1- author.
spellingShingle	Ishikawa, Yasushi, 1959 October 1- Stochastic calculus of variations for jump processes / De Gruyter studies in mathematics ; Lévy processes and Itô calculus -- Perturbations and properties of the probability law -- Analysis of Wiener-Poisson functionals -- Applications. Malliavin calculus. http://id.loc.gov/authorities/subjects/sh91004306 Calculus of variations. http://id.loc.gov/authorities/subjects/sh85018809 Jump processes. http://id.loc.gov/authorities/subjects/sh85070997 Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Jump process. Lévy process. S.D.E. Stochastic calculus. Calcul de Malliavin. Calcul des variations. Processus de sauts. Processus stochastiques. MATHEMATICS Applied. bisacsh MATHEMATICS Probability & Statistics General. bisacsh Calculus of variations fast Jump processes fast Malliavin calculus fast Stochastic processes fast
subject_GND	http://id.loc.gov/authorities/subjects/sh91004306 http://id.loc.gov/authorities/subjects/sh85018809 http://id.loc.gov/authorities/subjects/sh85070997 http://id.loc.gov/authorities/subjects/sh85128181 https://id.nlm.nih.gov/mesh/D013269
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 calculus. http://id.loc.gov/authorities/subjects/sh91004306 Calculus of variations. http://id.loc.gov/authorities/subjects/sh85018809 Jump processes. http://id.loc.gov/authorities/subjects/sh85070997 Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Jump process. Lévy process. S.D.E. Stochastic calculus. Calcul de Malliavin. Calcul des variations. Processus de sauts. Processus stochastiques. MATHEMATICS Applied. bisacsh MATHEMATICS Probability & Statistics General. bisacsh Calculus of variations fast Jump processes fast Malliavin calculus fast Stochastic processes fast
topic_facet	Malliavin calculus. Calculus of variations. Jump processes. Stochastic processes. Stochastic Processes Jump process. Lévy process. S.D.E. Stochastic calculus. Calcul de Malliavin. Calcul des variations. Processus de sauts. Processus stochastiques. MATHEMATICS Applied. MATHEMATICS Probability & Statistics General. Calculus of variations Jump processes Malliavin calculus Stochastic processes
url	https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1204362
work_keys_str_mv	AT ishikawayasushi stochasticcalculusofvariationsforjumpprocesses

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