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Stochastic Calculus of Variations for Jump Processes

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Stochastic Calculus of Variations: For Jump Processes - Ishikawa, Yasushi
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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.

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Stochastic Calculus of Variations: For Jump Processes 2023, De Gruyter, Berlin

ISBN-13: 9783110675283

3rd edition

Hardcover