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1. |
Record Nr. |
UNINA9910452843903321 |
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Autore |
Ishikawa Yasushi <1959 October 1-> |
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Titolo |
Stochastic calculus of variations for jump processes [[electronic resource] /] / Yasushi Ishikawa |
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Pubbl/distr/stampa |
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Berlin, : De Gruyter, 2013 |
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ISBN |
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Descrizione fisica |
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1 online resource (276 p.) |
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Collana |
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De Gruyter studies in mathematics ; ; v. 54 |
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Classificazione |
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Disciplina |
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Soggetti |
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Malliavin calculus |
Calculus of variations |
Jump processes |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 253-261) and index. |
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Nota di contenuto |
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Frontmatter -- Preface -- Contents -- 0. Introduction -- 1. Lévy processes and Itô calculus -- 2. Perturbations and properties of the probability law -- 3. Analysis of Wiener-Poisson functionals -- 4. Applications -- Appendix -- Bibliography -- List of symbols -- Index |
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Sommario/riassunto |
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This monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book processes "with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Namely, asymptotic expansions functionals related with financial assets of jump-diffusion are provided based on the theory of asymptotic expansion on the Wiener-Poisson space. Solving the Hamilton-Jacobi-Bellman (HJB) equation of integro-differential type is related with solving the classical Merton problem and the Ramsey theory. The field of jump processes is nowadays quite wide-ranging, from the Lévy processes to SDEs with jumps. Recent developments in stochastic |
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analysis have enabled us to express various results in a compact form. Up to now, these topics were rarely discussed in a monograph. |
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2. |
Record Nr. |
UNISA996391402703316 |
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Autore |
Weemes John <1579?-1636.> |
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Titolo |
The vvorkes of Mr. Iohn VVeemse of Lathocker in Scotland [[electronic resource] ] : in three volumes. Containing these eight bookes. Viz. 1. The Christian synagogue. 2. The portrature of the image of God in man. 3. Observations naturall and morall. 4. An exposition of the first table of the morall law. 5. An exposition of the second table of the morall law. 6. An exposition of the ceremoniall law. 7. An exposition of the iudiciall law. 8. Excercitations divine. ... With five tables prefixed. . |
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Pubbl/distr/stampa |
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London, : Printed by Tho. Cotes, for Iohn Bellamie, and are to be sold at his shop at the signe of the three Golden-Lyons in Cornehill, neere the Royall Exchange, 1636 |
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Descrizione fisica |
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[26], 312, [28], 283, [5], 144 p. : ill. (woodcut) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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This record includes vol. 1 only. |
The words "1. The Christian synagogue. .. 8. Exercitations divine." are bracketed together on title page. |
"The Christian synagogue. .. The fifth edition ..", "The portraiture of the image of God in man. .. The third edition ..", and "Observations, naturall and morall .. printed by M. Dawson for Iohn Bellamie .." each have separate dated title page and pagination; register is continuous. Variant: with the fourth edition of "The Christian synagogue", 1633, substituted. |
Includes indexes. |
Reproduction of the original in Yale University Library. |
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Sommario/riassunto |
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