Stochastic calculus of variations for jump processes

Ishikawa, Yasushi, 1959 October 1-

Stochastic calculus of variations for jump processes [electronic resource] / Yasushi Ishikawa. - Berlin : De Gruyter, 2013. - viii, 266 p. : ill. - De Gruyter studies in mathematics ; v. 54 . - De Gruyter studies in mathematics ; 54. .

Includes bibliographical references (p. 253-261) and index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2013.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Malliavin calculus.
Calculus of variations.
Jump processes.


Electronic books.

QA274.2 / .I84 2013eb

519.2/2