TY  - BOOK
AU  - Ishikawa,Yasushi
TI  - Stochastic calculus of variations: for jump processes 
T2  - De Gruyter studies in mathematics
SN  - 9783110377767
U1  - 519.2 23
PY  - 2016///
CY  - Berlin ; Boston : 
PB  - Walter de Gruyter GmbH & Co.,KG
KW  - Malliavin calculus
KW  - Calculus of variations
KW  - Jump processes
N1  - 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
N2  - 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.
ER  -