Stochastic Calculus of Variations: For Jump Processes [2 ed.] 9783110378078, 9783110377767

Stochastic Calculus of Variations: For Jump Processes [2 ed.] 9783110378078, 9783110377767

This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for

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Stochastic Calculus of Variations for Jump Processes 9783110282009

This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for

171 68 2MB Read more

Stochastic Calculus of Variations: For Jump Processes [3rd ed.] 9783110675290, 9783110675283

This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provid

146 68 6MB Read more

Stochastic Calculus of Variations: For Jump Processes [3rd ed.] 9783110675290, 9783110675283

This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provid

136 56 56MB Read more

The Calculus of Variations

168 32 2MB Read more

Stochastic Models for Fractional Calculus 9783110258165

Fractional calculus is a rapidly growing field of research, at the interface between probability, differential equations

165 40 5MB Read more

Stochastic Calculus for Fractional Brownian Motion and Related Processes (Lecture Notes in Mathematics, 1929) 3540758720, 9783540758723

This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for Ph

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Stochastic Calculus and Applications

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Calculus of variations in mathematical physics

This tract represents worked-out lecture notes of a course in the calculus of variations delivered by the author to stud

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Noncausal stochastic calculus 9784431565741, 9784431565765

373 36 1MB Read more