Stochastic calculus of variations for jump processes
By: Yasushi Ishikawa
Series: De Gruyter studies in mathematics -- volume 54
Publisher: De Gruyter
Published: 2013
Place of publication: Berlin
Language: eng
Number of pages: 266
ISBN-13: 9783110281804; 9783110282016; 9783110282009
Copyright date: 2013
Subjects: Malliavin calculus; Calculus of variations; Jump processes
Notes: Includes bibliographical references (pages 253-261) and index.