Stochastic Calculus of Variations

For Jump Processes

Yasushi Ishikawa

$463.95 $371.17

Hardback

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English

De Gruyter
24 July 2023

Differential calculus & equations; Probability & statistics; Stochastics

Series: De Gruyter Studies in Mathematics

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.

By: Yasushi Ishikawa
Imprint: De Gruyter
Country of Publication: Germany
Edition: 3rd ed.
Dimensions: Height: 240mm, Width: 170mm,
Weight: 751g
ISBN: 9783110675283
ISBN 10: 3110675285
Series: De Gruyter Studies in Mathematics
Pages: 376
Publication Date: 24 July 2023
Audience: Professional and scholarly , Undergraduate
Format: Hardback
Publisher's Status: Active

Yasushi Ishikawa, Ehime University, Japan.