Stochastic calculus of variations for jump processes /
This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes "with jumps"...
| Основен автор: | Ishikawa, Yasushi, 1959 October 1- |
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| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Berlin :
De Gruyter,
[2013]
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| Серия: |
De Gruyter studies in mathematics.
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| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=604319 |
| Подобни документи: |
Print version::
Stochastic calculus of variations for jump processes. |
| Онлайн достъп от Библиотека ”Паница” на Американския университет в България: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=604319 |
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| Провери в Paniza Library, AUBG | Сигнатура: |
QA274.2 .I84 2013 |
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