Udvidet returret til d. 31. januar 2025

Stochastic Calculus of Variations

- For Jump Processes

Bag om Stochastic Calculus of Variations

An introduction to the stochastic calculus of variations for processes with jumps. Written for researchers and graduate students who are interested in Malliavin calculus for jump processes, it also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783110377767
  • Indbinding:
  • Hardback
  • Sideantal:
  • 288
  • Udgivet:
  • 7. marts 2016
  • Udgave:
  • 2
  • Vægt:
  • 630 g.
  • BLACK WEEK
  Gratis fragt
Leveringstid: Ukendt - mangler pt.
Forlænget returret til d. 31. januar 2025

Beskrivelse af Stochastic Calculus of Variations

An introduction to the stochastic calculus of variations for processes with jumps. Written for researchers and graduate students who are interested in Malliavin calculus for jump processes, it also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance.

Brugerbedømmelser af Stochastic Calculus of Variations



Find lignende bøger
Bogen Stochastic Calculus of Variations findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.