A01=Yasushi Ishikawa
Author_Yasushi Ishikawa
Category=PBKJ
Category=PBT
Category=PBWL
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eq_isMigrated=2
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Stochastische partielle Differentialgleichung
Product details
- ISBN 9783110675283
- Weight: 751g
- Dimensions: 170 x 240mm
- Publication Date: 24 Jul 2023
- Publisher: De Gruyter
- Publication City/Country: DE
- Product Form: Hardback
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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.
Yasushi Ishikawa, Ehime University, Japan.
