03922nam 2200721 450 991079816630332120230808191935.03-11-037807-83-11-039232-110.1515/9783110378078(CKB)3710000000609715(EBL)4451843(SSID)ssj0001630850(PQKBManifestationID)16378557(PQKBTitleCode)TC0001630850(PQKBWorkID)14943488(PQKB)11086135(MiAaPQ)EBC4451843(DE-B1597)429852(OCoLC)949960367(OCoLC)954614531(DE-B1597)9783110378078(Au-PeEL)EBL4451843(CaPaEBR)ebr11174258(CaONFJC)MIL904064(OCoLC)945137958(EXLCZ)99371000000060971520160317h20162016 uy| 0engur|nu---|u||utxtccrStochastic calculus of variations for jump processes /Yasushi IshikawaSecond edition.Berlin ;Boston :de Gruyter,[2016]©20161 online resource (290 p.)De Gruyter studies in mathematics,0179-0986 ;54Description based upon print version of record.3-11-037776-4 Includes bibliographical references and index.Front matter --Preface --Preface to the second edition --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 --IndexThis 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. Contents: Preface Preface to the second edition Introduction Lévy processes and Itô calculus Perturbations and properties of the probability law Analysis of Wiener-Poisson functionals Applications Appendix Bibliography List of symbols IndexDe Gruyter studies in mathematics ;54.Malliavin calculusCalculus of variationsJump processesStochastic processesMalliavin calculus.Calculus of variations.Jump processes.Stochastic processes.519.2/2SK 820rvkIshikawa Yasushi1959 October 1-740739MiAaPQMiAaPQMiAaPQBOOK9910798166303321Stochastic calculus of variations1469165UNINA02921nam 22006255 450 991100705860332120241212214048.09781523140787152314078X97838007533833800753383(CKB)4920000000631130603277bd-9130-4aee-96a3-4568b0dd2d03(EXLCZ)99492000000063113020201023d2020 ||| |enguruuu---uuuuutxtrdacontentcrdamediacrrdacarrierPESS 2020 – IEEE Power and Energy Student Summit Conference Proceedings 5 – 7 October 2020 | online, Technical University of DarmstadtNeuerscheinungBerlinVDE Verlag2020Online-Ressource (255 S.)PublicationDate: 202010239783800753376 3800753375 Long description: The PESS 2020 continues the long series of previous editions of this conference at other universities all over Germany. It has always been a technical conference which is especially suitable for students in the field of electrical power engineering. The conference provides an excellent opportunity to gain first experiences in writing and publishing a scientific paper. Additionally, we offer authors the chance to present their research in front of a professional audience and get involved in discussions with experts. The conference is supervised by well-established researchers and experts and consists of an engaging program with networking and social interaction. This year’s conference program comprises 46 contributed papers covering current research topics in the different areas of Power Systems and High-Voltage applications. The conference is jointly organized by the department Electrical Power Supply with Integration of Renewable Energies (E5) at TU Darmstadt and the Cigré Young Energy Net and supported by IEEE PES, VDE-Verlag and the division of future energy systems of TU Darmstadt.EnergieeffizienzSmart GridsElektromobilitätEMVPower QualityNetzschutzEnergiespeichersystemeHochspannungstechnikNetzmodellierungNetzplanungNetzregelungEnergieeffizienzSmart GridsElektromobilitätEMVPower QualityNetzschutzEnergiespeichersystemeHochspannungstechnikNetzmodellierungNetzplanungNetzregelungTechnische Universität DarmstadtedtPROCEEDING9911007058603321"PESS 2020; IEEE Power and Energy Student Summit"2809357UNINA