TY - BOOK UR - http://lib.ugent.be/catalog/ebk01:2550000001096890 ID - ebk01:2550000001096890 LA - eng TI - Stochastic Calculus of Variations for Jump Processes PY - 2013 SN - 9783110282009 AU - Ishikawa, Yasushi, author. AB - 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 are interested in Malliavin calculus for jump processes. In this book processes "with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Up to now, these topics were rarely discussed in a monograph. ER -Download RIS file
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001 | 9783110282009 | ||
003 | DE-B1597 | ||
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006 | m||||||||||||||||| | ||
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008 | 150324s2013||||||||||||o|||||||||||eng|| | ||
020 | a 9783110282009 | ||
024 | 7 | a 10.1515/9783110282009 2 doi | |
035 | a (DE-B1597)175792 | ||
035 | a (OCoLC)851970519 | ||
040 | a IN-ChSCO b eng c IN-ChSCO | ||
041 | a eng | ||
050 | 4 | a QA274.2 | |
050 | 4 | a QA274.2 b .I84 2013 | |
072 | 7 | a MAT x 003000 2 bisacsh | |
072 | 7 | a MAT x 027000 2 bisacsh | |
072 | 7 | a MAT x 029000 2 bisacsh | |
082 | 4 | a 519.2/2 2 23 | |
100 | 1 | a Ishikawa, Yasushi, e author. | |
245 | 1 | a Stochastic Calculus of Variations for Jump Processes / c Yasushi Ishikawa. | |
264 | 1 | a Berlin/Boston : b De Gruyter, c [2013]. | |
300 | a 1 online resource(viii,266p.) : b illustrations. | ||
336 | a text 2 rdacontent | ||
337 | a computer 2 rdamedia | ||
338 | a online resource 2 rdacarrier | ||
490 | a De Gruyter Studies in Mathematics; v 54 | ||
505 | t Frontmatter -- t Preface -- t Contents -- t 0. Introduction -- t 1. Lévy processes and Itô calculus -- t 2. Perturbations and properties of the probability law -- t 3. Analysis of Wiener–Poisson functionals -- t 4. Applications -- t Appendix -- t Bibliography -- t List of symbols -- t Index. | ||
520 | a 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 are interested in Malliavin calculus for jump processes. In this book processes "with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Up to now, these topics were rarely discussed in a monograph. | ||
530 | a Also available in print edition. | ||
533 | a Electronic reproduction. b Berlin/Boston : c De Gruyter. n Mode of access: World Wide Web. n System requirements: Web browser. n Access may be restricted to users at subscribing institutions. | ||
538 | a Mode of access: Internet via World Wide Web. | ||
545 | a Yasushi Ishikawa, Ehime University, Matsuyama, Japan. | ||
546 | a In English. | ||
588 | a Description based on online resource; title from PDF title page (publisher’s Web site, viewed March 24, 2015) | ||
650 | a Calculus of variations. | ||
650 | a Jump processes. | ||
650 | a Malliavin calculus. | ||
650 | 4 | a Calculus of variations. | |
650 | 4 | a Jump processes. | |
650 | 4 | a Malliavin calculus. | |
650 | 4 | a MATHEMATICS x Probability & Statistics x General. | |
650 | 7 | a Mathematik. | |
773 | 8 | i Title is part of eBook package: d De Gruyter t E-BOOK GESAMTPAKET / COMPLETE PACKAGE 2013 z 978-3-11-031735-0 o ZDB-23-DGG | |
773 | 8 | i Title is part of eBook package: d De Gruyter t E-BOOK PACKAGE MATHEMATICS, PHYSICS, ENGINEERING 2013 z 978-3-11-031728-2 o ZDB-23-DMI | |
773 | 8 | i Title is part of eBook package: d De Gruyter t E-BOOK PAKET MATHEMATIK, PHYSIK, INGENIEURWISS. 2013 z 978-3-11-031727-5 o ZDB-23-DMP | |
776 | c Print z 9783110281804 | ||
776 | c Print+Online z 9783110282016 | ||
856 | 4 | u https://doi.org/10.1515/9783110282009 | |
856 | 4 | 2 | 3 Cover u https://www.degruyter.com/doc/cover/9783110282009.jpg |
912 | a GBV-deGruyter-alles | ||
912 | a GBV-deGruyter-PDA12STME | ||
912 | a GBV-deGruyter-PDA13ENGE | ||
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912 | a GBV-deGruyter-PDA15STM | ||
912 | a GBV-deGruyter-PDA18STMEE | ||
912 | a GBV-deGruyter-PDA1ALL | ||
912 | a GBV-deGruyter-PDA3STM | ||
912 | a GBV-deGruyter-PDA5EBK | ||
912 | a GBV-deGruyter-PDA7ENG | ||
912 | a ZDB-23-DGG b 2013 | ||
912 | a ZDB-23-DMI b 2013 | ||
912 | a ZDB-23-DMP b 2013 |
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