Stochastic Calculus of Variations by Yasushi Ishikawa

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Stochastic Calculus of Variations by Yasushi Ishikawa

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Part of De Gruyter Studies In Mathematics series

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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 Unavailable
ISBN 13 9783110675283
ISBN 10 3110675285
Title Stochastic Calculus of Variations
Author Yasushi Ishikawa
Series De Gruyter Studies In Mathematics
Condition Unavailable
Publisher De Gruyter
Year published 2023-07-24
Number of pages 376
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.

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