Stochastic calculus of variations : for jump processes / Yasushi Ishikawa.
Material type:
- 9783110377767
- 519.2 23 Is79
Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|
Books | ISI Library, Kolkata | 519.2 Is79 (Browse shelf(Opens below)) | Available | 138026 |
Includes bibliographical references and index.
0. Introduction --
1. Levy processes and ito calculus --
2. Perturbations and properties of the probability law --
3. Analysis of Wiener-Poisson functionals --
4. Applications --
Appendix.
An introduction to the stochastic calculus of variations for processes with jumps. Written for researchers and graduate students who are interested in Malliavin calculus for jump processes, it also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance.
There are no comments on this title.