Related Books
Language: en
Pages: 148
Pages: 148
Type: BOOK - Published: 2006-02-25 - Publisher: Springer Science & Business Media
Highly esteemed author Topics covered are relevant and timely
Language: en
Pages: 272
Pages: 272
Type: BOOK - Published: 2013-08-13 - Publisher: Springer Science & Business Media
Self-similar processes are stochastic processes that are invariant in distribution under suitable time scaling, and are a subject intensively studied in the las
Language: en
Pages: 580
Pages: 580
Type: BOOK - Published: 2013-02-15 - Publisher: Springer Science & Business Media
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the
Language: en
Pages: 392
Pages: 392
Type: BOOK - Published: 2023-07-24 - Publisher: Walter de Gruyter GmbH & Co KG
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-
Language: en
Pages: 461
Pages: 461
Type: BOOK - Published: 2009-04-30 - Publisher: Cambridge University Press
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
