BÜCHER VERSANDKOSTENFREI INNERHALB DEUTSCHLANDS
Stochastic Calculus of Variations
For Jump Processes
3rd ed.
De Gruyter
ISBN 978-3-11-067528-3
Standardpreis
Bibliografische Daten
Fachbuch
Buch. Hardcover
3rd ed.. 2023
7 s/w-Abbildungen.
In englischer Sprache
Umfang: 376 S.
Format (B x L): 17 x 24 cm
Gewicht: 751
Verlag: De Gruyter
ISBN: 978-3-11-067528-3
Weiterführende bibliografische Daten
Das Werk ist Teil der Reihe: de Gruyter Studies in Mathematics; 54
Produktbeschreibung
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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