Stochastic Calculus of Variations for Jump Processes

By Yasushi Ishikawa

This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 3110281805
• ISBN13: 9783110281804
• Release Date: May 2013
• Publisher: de Gruyter
• Length: 274 Pages
• Weight: 1.32 lbs.
• Dimensions: 0.7" x 6.7" x 9.4"