1.

Record Nr.

UNINA9910452843903321

Autore

Ishikawa Yasushi <1959 October 1->

Titolo

Stochastic calculus of variations for jump processes [[electronic resource] /] / Yasushi Ishikawa

Pubbl/distr/stampa

Berlin, : De Gruyter, 2013

ISBN

3-11-028200-3

Descrizione fisica

1 online resource (276 p.)

Collana

De Gruyter studies in mathematics ; ; v. 54

Classificazione

SK 820

Disciplina

519.2/2

Soggetti

Malliavin calculus

Calculus of variations

Jump processes

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. 253-261) and index.

Nota di contenuto

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

Sommario/riassunto

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



analysis have enabled us to express various results in a compact form. Up to now, these topics were rarely discussed in a monograph.

2.

Record Nr.

UNISA996391402703316

Autore

Weemes John <1579?-1636.>

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. .

Pubbl/distr/stampa

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

Descrizione fisica

[26], 312, [28], 283, [5], 144 p. : ill. (woodcut)

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

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.

Sommario/riassunto

eebo-0198