Stochastic calculus of variations
ISHIKAWA, Yasushi
Stochastic calculus of variations For jump processes / [online] : Yasushi Ishikawa - Berlin : De Gruyter, 2016 - 1 resursă online (278 p.) - De Gruyter Studies in Mathematics, 54 .
Frontmatter Preface
Preface to the second edition
Contents 0. Introduction
1. Lévy processes and Itô calculus
2. Perturbations and properties of the probability law
3. Analysis of Wiener–Poisson functionals
4. Applications
Appendix
Bibliography
List of symbols
Index
DE-Matematică
Stochastic calculus of variations For jump processes / [online] : Yasushi Ishikawa - Berlin : De Gruyter, 2016 - 1 resursă online (278 p.) - De Gruyter Studies in Mathematics, 54 .
Frontmatter Preface
Preface to the second edition
Contents 0. Introduction
1. Lévy processes and Itô calculus
2. Perturbations and properties of the probability law
3. Analysis of Wiener–Poisson functionals
4. Applications
Appendix
Bibliography
List of symbols
Index
DE-Matematică