Stochastic Calculus of Variations for Jump Processes 1st Edition by Yasushi Ishikawa 3110675285 9783110675283

Stochastic Calculus of Variations for Jump Processes 1st Edition Yasushi Ishikawa – Ebook PDF Instant Download/Delivery, ISBN: 3110675285, 9783110675283

Product details:

• ISBN 10: 3110675285 
• ISBN 13: 9783110675283
• Author: 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.

People also search:

stochastic calculus of variations for jump processes

stochastic calculus for jump processes

stochastic jump process

stochastic process vs stochastic calculus

stochastic calculus exercises