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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin ; Boston :
De Gruyter,
[2016]
|
| Ausgabe: | 2nd edition. |
| Schriftenreihe: | De Gruyter studies in mathematics ;
54. |
| Schlagworte: | |
| 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 ; |
Internformat
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBA-ocn954614531 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d | ||
| 007 | cr |n||||||||| | ||
| 008 | 160603t20162016gw ob 001 0 eng | ||
| 040 | |a AU@ |b eng |e rda |e pn |c AU@ |d OCLCO |d OCLCF |d YDXCP |d EBLCP |d IDEBK |d CN3GA |d OCLCQ |d CCO |d COCUF |d LOA |d MERUC |d K6U |d PIFAG |d FVL |d VGM |d ITD |d OCLCQ |d DEGRU |d ZCU |d U3W |d N$T |d UAB |d NRC |d WRM |d STF |d OCLCQ |d ICG |d VT2 |d OCLCQ |d WYU |d TKN |d G3B |d IGB |d LEAUB |d ESU |d DKC |d OCLCQ |d UKAHL |d OCLCQ |d QGK |d OCLCO |d OSU |d OCLCQ |d OCLCO |d OCLCL | ||
| 066 | |c $1 | ||
| 019 | |a 945038130 |a 945137958 |a 945735800 |a 960492901 |a 1031706340 |a 1124471164 |a 1259085898 | ||
| 020 | |a 9783110378078 |q (electronic bk.) | ||
| 020 | |a 3110378078 |q (electronic bk.) | ||
| 020 | |a 9783110392326 |q (e-book) | ||
| 020 | |a 3110392321 |q (e-book) | ||
| 020 | |z 9783110377767 | ||
| 020 | |z 3110377764 | ||
| 020 | |z 9783110378085 | ||
| 020 | |z 3110378086 | ||
| 020 | |z 3110392321 | ||
| 024 | 7 | |a 10.1515/9783110378078 |2 doi | |
| 035 | |a (OCoLC)954614531 |z (OCoLC)945038130 |z (OCoLC)945137958 |z (OCoLC)945735800 |z (OCoLC)960492901 |z (OCoLC)1031706340 |z (OCoLC)1124471164 |z (OCoLC)1259085898 | ||
| 037 | |a 904064 |b MIL | ||
| 050 | 4 | |a QA274.2 |b .I84 2016eb | |
| 072 | 7 | |a MAT |x 003000 |2 bisacsh | |
| 072 | 7 | |a MAT |x 029000 |2 bisacsh | |
| 082 | 7 | |a 519.2/2 |2 23 | |
| 049 | |a MAIN | ||
| 100 | 1 | |6 880-01 |a Ishikawa, Yasushi, |d 1959 October 1- |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjKjWXmMY7QbVMM8TTCmV3 |0 http://id.loc.gov/authorities/names/n2013024482 | |
| 245 | 1 | 0 | |a Stochastic calculus of variations for jump processes / |c Yasushi Ishikawa. |
| 250 | |a 2nd edition. | ||
| 264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2016] | |
| 264 | 4 | |c ©2016 | |
| 300 | |a 1 online resource (x, 278 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a De Gruyter studies in mathematics, |x 0179-0986 ; |v volume 54 | |
| 504 | |a Includes bibliographical references (pages 265-274) and index. | ||
| 505 | 0 | |a Lévy processes and Itô calculus -- Perturbations and properties of the probability law -- Analysis of Wiener-Poisson functionals -- Applications. | |
| 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. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Malliavin calculus. |0 http://id.loc.gov/authorities/subjects/sh91004306 | |
| 650 | 0 | |a Calculus of variations. |0 http://id.loc.gov/authorities/subjects/sh85018809 | |
| 650 | 0 | |a Jump processes. |0 http://id.loc.gov/authorities/subjects/sh85070997 | |
| 650 | 0 | |a Stochastic processes. |0 http://id.loc.gov/authorities/subjects/sh85128181 | |
| 650 | 2 | |a Stochastic Processes |0 https://id.nlm.nih.gov/mesh/D013269 | |
| 650 | 4 | |a Jump process. | |
| 650 | 4 | |a Lévy process. | |
| 650 | 4 | |a S.D.E. | |
| 650 | 4 | |a Stochastic calculus. | |
| 650 | 6 | |a Calcul de Malliavin. | |
| 650 | 6 | |a Calcul des variations. | |
| 650 | 6 | |a Processus de sauts. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 7 | |a MATHEMATICS |x Applied. |2 bisacsh | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Calculus of variations |2 fast | |
| 650 | 7 | |a Jump processes |2 fast | |
| 650 | 7 | |a Malliavin calculus |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 758 | |i has work: |a Stochastic calculus of variations for jump processes (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGCwf9Gwpq7MmYhPRmjJym |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Ishikawa, Yasushi, 1959 October 1- |t Stochastic calculus of variations for jump processes. |b 2nd edition. |d Berlin ; Boston : De Gruyter, [2016] |z 9783110377767 |z 3110377764 |w (DLC) 2016012640 |
| 830 | 0 | |a De Gruyter studies in mathematics ; |v 54. |x 0179-0986 |0 http://id.loc.gov/authorities/names/n83742913 | |
| 856 | 4 | 0 | |l FWS01 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1204362 |3 Volltext |
| 880 | 1 | |6 100-01/$1 |a 石川保志, |d 1959 October 1- |e author. | |
| 938 | |a EBSCOhost |b EBSC |n 1204362 | ||
| 938 | |a YBP Library Services |b YANK |n 11845507 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis33387583 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL4451843 | ||
| 938 | |a De Gruyter |b DEGR |n 9783110378078 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH35151384 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBA | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBA-ocn954614531 |
|---|---|
| _version_ | 1816882356597817345 |
| adam_text | |
| any_adam_object | |
| author | Ishikawa, Yasushi, 1959 October 1- |
| author_GND | http://id.loc.gov/authorities/names/n2013024482 |
| author_facet | Ishikawa, Yasushi, 1959 October 1- |
| author_role | aut |
| author_sort | Ishikawa, Yasushi, 1959 October 1- |
| author_variant | y i yi |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
| callnumber-raw | QA274.2 .I84 2016eb |
| callnumber-search | QA274.2 .I84 2016eb |
| callnumber-sort | QA 3274.2 I84 42016EB |
| callnumber-subject | QA - Mathematics |
| collection | ZDB-4-EBA |
| contents | Lévy processes and Itô calculus -- Perturbations and properties of the probability law -- Analysis of Wiener-Poisson functionals -- Applications. |
| ctrlnum | (OCoLC)954614531 |
| 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 |
| edition | 2nd edition. |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04753cam a2200877 i 4500</leader><controlfield tag="001">ZDB-4-EBA-ocn954614531</controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20241004212047.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr |n|||||||||</controlfield><controlfield tag="008">160603t20162016gw ob 001 0 eng </controlfield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">AU@</subfield><subfield code="b">eng</subfield><subfield code="e">rda</subfield><subfield code="e">pn</subfield><subfield code="c">AU@</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCF</subfield><subfield code="d">YDXCP</subfield><subfield code="d">EBLCP</subfield><subfield code="d">IDEBK</subfield><subfield code="d">CN3GA</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">CCO</subfield><subfield code="d">COCUF</subfield><subfield code="d">LOA</subfield><subfield code="d">MERUC</subfield><subfield code="d">K6U</subfield><subfield code="d">PIFAG</subfield><subfield code="d">FVL</subfield><subfield code="d">VGM</subfield><subfield code="d">ITD</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">DEGRU</subfield><subfield code="d">ZCU</subfield><subfield code="d">U3W</subfield><subfield code="d">N$T</subfield><subfield code="d">UAB</subfield><subfield code="d">NRC</subfield><subfield code="d">WRM</subfield><subfield code="d">STF</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">ICG</subfield><subfield code="d">VT2</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">WYU</subfield><subfield code="d">TKN</subfield><subfield code="d">G3B</subfield><subfield code="d">IGB</subfield><subfield code="d">LEAUB</subfield><subfield code="d">ESU</subfield><subfield code="d">DKC</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">UKAHL</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">QGK</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OSU</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCL</subfield></datafield><datafield tag="066" ind1=" " ind2=" "><subfield code="c">$1</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">945038130</subfield><subfield code="a">945137958</subfield><subfield code="a">945735800</subfield><subfield code="a">960492901</subfield><subfield code="a">1031706340</subfield><subfield code="a">1124471164</subfield><subfield code="a">1259085898</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783110378078</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3110378078</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783110392326</subfield><subfield code="q">(e-book)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3110392321</subfield><subfield code="q">(e-book)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9783110377767</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">3110377764</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">9783110378085</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">3110378086</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="z">3110392321</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1515/9783110378078</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)954614531</subfield><subfield code="z">(OCoLC)945038130</subfield><subfield code="z">(OCoLC)945137958</subfield><subfield code="z">(OCoLC)945735800</subfield><subfield code="z">(OCoLC)960492901</subfield><subfield code="z">(OCoLC)1031706340</subfield><subfield code="z">(OCoLC)1124471164</subfield><subfield code="z">(OCoLC)1259085898</subfield></datafield><datafield tag="037" ind1=" " ind2=" "><subfield code="a">904064</subfield><subfield code="b">MIL</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">QA274.2</subfield><subfield code="b">.I84 2016eb</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">MAT</subfield><subfield code="x">003000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">MAT</subfield><subfield code="x">029000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">519.2/2</subfield><subfield code="2">23</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="6">880-01</subfield><subfield code="a">Ishikawa, Yasushi,</subfield><subfield code="d">1959 October 1-</subfield><subfield code="e">author.</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCjKjWXmMY7QbVMM8TTCmV3</subfield><subfield code="0">http://id.loc.gov/authorities/names/n2013024482</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic calculus of variations for jump processes /</subfield><subfield code="c">Yasushi Ishikawa.</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2nd edition.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin ;</subfield><subfield code="a">Boston :</subfield><subfield code="b">De Gruyter,</subfield><subfield code="c">[2016]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">©2016</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (x, 278 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">De Gruyter studies in mathematics,</subfield><subfield code="x">0179-0986 ;</subfield><subfield code="v">volume 54</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references (pages 265-274) and index.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">Lévy processes and Itô calculus -- Perturbations and properties of the probability law -- Analysis of Wiener-Poisson functionals -- Applications.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="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.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Print version record.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Malliavin calculus.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh91004306</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Calculus of variations.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85018809</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Jump processes.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85070997</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Stochastic processes.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85128181</subfield></datafield><datafield tag="650" ind1=" " ind2="2"><subfield code="a">Stochastic Processes</subfield><subfield code="0">https://id.nlm.nih.gov/mesh/D013269</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Jump process.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Lévy process.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">S.D.E.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic calculus.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Calcul de Malliavin.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Calcul des variations.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Processus de sauts.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Processus stochastiques.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS</subfield><subfield code="x">Applied.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATHEMATICS</subfield><subfield code="x">Probability & Statistics</subfield><subfield code="x">General.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Calculus of variations</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Jump processes</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Malliavin calculus</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Stochastic processes</subfield><subfield code="2">fast</subfield></datafield><datafield tag="758" ind1=" " ind2=" "><subfield code="i">has work:</subfield><subfield code="a">Stochastic calculus of variations for jump processes (Text)</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCGCwf9Gwpq7MmYhPRmjJym</subfield><subfield code="4">https://id.oclc.org/worldcat/ontology/hasWork</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Ishikawa, Yasushi, 1959 October 1-</subfield><subfield code="t">Stochastic calculus of variations for jump processes.</subfield><subfield code="b">2nd edition.</subfield><subfield code="d">Berlin ; Boston : De Gruyter, [2016]</subfield><subfield code="z">9783110377767</subfield><subfield code="z">3110377764</subfield><subfield code="w">(DLC) 2016012640</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">De Gruyter studies in mathematics ;</subfield><subfield code="v">54.</subfield><subfield code="x">0179-0986</subfield><subfield code="0">http://id.loc.gov/authorities/names/n83742913</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="l">FWS01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1204362</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="880" ind1="1" ind2=" "><subfield code="6">100-01/$1</subfield><subfield code="a">石川保志,</subfield><subfield code="d">1959 October 1-</subfield><subfield code="e">author.</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">1204362</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">11845507</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ProQuest MyiLibrary Digital eBook Collection</subfield><subfield code="b">IDEB</subfield><subfield code="n">cis33387583</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ProQuest Ebook Central</subfield><subfield code="b">EBLB</subfield><subfield code="n">EBL4451843</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">De Gruyter</subfield><subfield code="b">DEGR</subfield><subfield code="n">9783110378078</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">Askews and Holts Library Services</subfield><subfield code="b">ASKH</subfield><subfield code="n">AH35151384</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| id | ZDB-4-EBA-ocn954614531 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-27T13:27:19Z |
| institution | BVB |
| isbn | 9783110378078 3110378078 9783110392326 3110392321 |
| issn | 0179-0986 ; |
| language | English |
| oclc_num | 954614531 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (x, 278 pages) |
| psigel | ZDB-4-EBA |
| 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 | 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 |