Stochastic Calculus of Variations : For Jump Processes Hardback
by Yasushi Ishikawa
Part of the De Gruyter Studies in Mathematics series
Hardback
Description
This book is a concise introduction to the stochastic calculus of variations for processes with jumps.
The author provides many results on this topic in a self-contained way for e.g., stochastic differential equations (SDEs) with jumps.
The book also contains some applications of the stochastic calculus for processes with jumps to the control theory, mathematical finance and so.
This third and entirely revised edition of the work is updated to reflect the latest developments in the theory and some applications with graphics.
Information
-
Only a few left - usually despatched within 24 hours
- Format:Hardback
- Pages:376 pages, 7 Illustrations, black and white
- Publisher:De Gruyter
- Publication Date:24/07/2023
- Category:
- ISBN:9783110675283
Other Formats
- PDF from £106.13
- EPUB from £106.13
Information
-
Only a few left - usually despatched within 24 hours
- Format:Hardback
- Pages:376 pages, 7 Illustrations, black and white
- Publisher:De Gruyter
- Publication Date:24/07/2023
- Category:
- ISBN:9783110675283