Stochastic Calculus of Variations for Jump Processes (eBook)

Yasushi Ishikawa (Autor)

eBook Download: PDF

2013
274 Seiten
De Gruyter (Verlag)
978-3-11-028200-9 (ISBN)

Infos

The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist.

The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level.

The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics.
While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community.

Please submit any book proposals to Niels Jacob.

Autor

lt;!doctype html public "-//w3c//dtd html 4.0 transitional//en">

Yasushi Ishikawa, Ehime University, Matsuyama, Japan.

Rezensionen

lt;P>"This book is a good introduction to the Malliavin type calculus for processes with jumps, a topic about which there aren't many books yet. It covers most of the recent advances in the topic [...] Reading this book is worth it for people interested in Lévy processes and jump-diffusion processes in general. [...]"
Josep Vives, Mathematical Reviews

"[...] The text is well written and most of the results are given with proofs, or respective references. It is certainly a valuable contribution to the literature on the stochastic calculus of variations and it will be a helpful source for everybody interested in Malliavin calculus in a jump process setting."
Hilmar Mai, Zentralblatt für Mathematik

Produkt-Details

• Erscheint lt. Verlag: 28.5.2013
• Reihe/Serie: De Gruyter Studies in Mathematics
• Reihe/Serie: ISSN
• Zusatzinfo: 3 b/w tbl.
• Verlagsort: Berlin/Boston
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Technik
• Schlagworte: jump process • Lévy process • Poisson space • S.D.E. • Stochastic Calculus • Wiener-Poisson functional
• ISBN-10: 3-11-028200-3 / 3110282003
• ISBN-13: 978-3-11-028200-9 / 9783110282009