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

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

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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 [2 ed.] 9783110378078, 9783110377767

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

157 4 2MB Read more

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

166 108 33MB Read more

The Calculus of Variations

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Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

169 100 34MB Read more

Brownian Motion: A Guide to Random Processes and Stochastic Calculus [3rd Edition] 9783110741278, 9783110741254

Stochastic processes occur everywhere in the sciences, economics and engineering, and they need to be understood by (app

202 101 4MB Read more

Applied Stochastic Control of Jump Diffusions [3rd edition] 3540698256, 9783540698258, 9783540140238, 9783030027797, 3030027791

174 48 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

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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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