Stochastic Calculus of Variations by Yasushi Ishikawa

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Stochastic Calculus of Variations by Yasushi Ishikawa

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Teil der De Gruyter Studies In Mathematics-Serie

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Stochastic Calculus of Variations by Yasushi Ishikawa

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.

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Yasushi Ishikawa, Ehime University, Japan.

SKU Nicht verfügbar
ISBN 13 9783110675283
ISBN 10 3110675285
Titel Stochastic Calculus of Variations
Autor Yasushi Ishikawa
Serie De Gruyter Studies In Mathematics
Buchzustand Nicht verfügbar
Verlag De Gruyter
Erscheinungsjahr 2023-07-24
Seitenanzahl 376
Hinweis auf dem Einband Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.