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Stochastic Calculus of Variations in Mathematical Finance
Language: en
Pages: 148
Authors: Paul Malliavin
Categories: Business & Economics
Type: BOOK - Published: 2006-02-25 - Publisher: Springer Science & Business Media

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Highly esteemed author Topics covered are relevant and timely
Analysis of Variations for Self-similar Processes
Language: en
Pages: 272
Authors: Ciprian Tudor
Categories: Mathematics
Type: BOOK - Published: 2013-08-13 - Publisher: Springer Science & Business Media

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Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the las
Malliavin Calculus and Stochastic Analysis
Language: en
Pages: 580
Authors: Frederi Viens
Categories: Mathematics
Type: BOOK - Published: 2013-02-15 - Publisher: Springer Science & Business Media

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The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the
Stochastic Calculus of Variations
Language: en
Pages: 392
Authors: Yasushi Ishikawa
Categories: Mathematics
Type: BOOK - Published: 2023-07-24 - Publisher: Walter de Gruyter GmbH & Co KG

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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-
Lévy Processes and Stochastic Calculus
Language: en
Pages: 461
Authors: David Applebaum
Categories: Mathematics
Type: BOOK - Published: 2009-04-30 - Publisher: Cambridge University Press

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Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics