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Book Synopsis

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.

Stochastic Calculus of Variations: For Jump

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    A Hardback by Yasushi Ishikawa

    15 in stock


      View other formats and editions of Stochastic Calculus of Variations: For Jump by Yasushi Ishikawa

      Publisher: De Gruyter
      Publication Date: 24/07/2023
      ISBN13: 9783110675283, 978-3110675283
      ISBN10: 3110675285

      Description

      Book Synopsis

      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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