Stochastic Calculus of Variations For Jump Processes 2nd Edition by Yasushi Ishikawa 3110378078 9783110377767

Stochastic Calculus of Variations For Jump Processes 2nd Edition Yasushi Ishikawa – Ebook Instant Download/Delivery ISBN(s): 9783110378078,9783110377767,3110378078,3110377764

Product details:

• ISBN 10:3110378078
• ISBN 13:9783110377767
• 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.

Table contents:

1 Lévy processes and Itô calculus
2 Perturbations and properties of the probability law
3 Analysis of Wiener–Poisson functionals
4 Applications

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