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OverviewThis 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. Full Product DetailsAuthor: Yasushi IshikawaPublisher: De Gruyter Imprint: De Gruyter Edition: 3rd ed. Weight: 0.751kg ISBN: 9783110675283ISBN 10: 3110675285 Pages: 376 Publication Date: 24 July 2023 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In stock  We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately. Table of ContentsReviewsAuthor InformationYasushi Ishikawa, Ehime University, Japan. Tab Content 6Author Website:Countries AvailableAll regions |
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