
- 376 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
About this book
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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Yes, you can access Stochastic Calculus of Variations by Yasushi Ishikawa in PDF and/or ePUB format, as well as other popular books in Mathematics & Differential Equations. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Title Page
- Copyright
- Contents
- 0âIntroduction
- 1âLĂŠvy processes and ItĂ´ calculus
- 2âPerturbations and properties of the probability law
- 3âAnalysis of WienerâPoisson functionals
- 4âApplications
- Subject Index