LEADER 03928nam 2200721 450 001 9910466065603321 005 20210430202117.0 010 $a3-11-037807-8 010 $a3-11-039232-1 024 7 $a10.1515/9783110378078 035 $a(CKB)3710000000609715 035 $a(EBL)4451843 035 $a(SSID)ssj0001630850 035 $a(PQKBManifestationID)16378557 035 $a(PQKBTitleCode)TC0001630850 035 $a(PQKBWorkID)14943488 035 $a(PQKB)11086135 035 $a(MiAaPQ)EBC4451843 035 $a(DE-B1597)429852 035 $a(OCoLC)949960367 035 $a(OCoLC)954614531 035 $a(DE-B1597)9783110378078 035 $a(Au-PeEL)EBL4451843 035 $a(CaPaEBR)ebr11174258 035 $a(CaONFJC)MIL904064 035 $a(OCoLC)945137958 035 $a(EXLCZ)993710000000609715 100 $a20160317h20162016 uy| 0 101 0 $aeng 135 $aur|nu---|u||u 181 $ctxt 182 $cc 183 $acr 200 10$aStochastic calculus of variations for jump processes /$fYasushi Ishikawa 205 $aSecond edition. 210 1$aBerlin ;$aBoston :$cde Gruyter,$d[2016] 210 4$d©2016 215 $a1 online resource (290 p.) 225 1 $aDe Gruyter studies in mathematics,$x0179-0986 ;$v54 300 $aDescription based upon print version of record. 311 $a3-11-037776-4 320 $aIncludes bibliographical references and index. 327 $tFront matter --$tPreface --$tPreface to the second edition --$tContents --$t0. Introduction --$t1. Lévy processes and Itô calculus --$t2. Perturbations and properties of the probability law --$t3. Analysis of Wiener-Poisson functionals --$t4. Applications --$tAppendix --$tBibliography --$tList of symbols --$tIndex 330 $aThis monograph is a concise introduction to the stochastic calculus of variations (also known as Malliavin calculus) for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus for jump processes. In this book "processes with jumps" includes both pure jump processes and jump-diffusions. The author provides many results on this topic in a self-contained way; this also applies to stochastic differential equations (SDEs) "with jumps". The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. Namely, asymptotic expansions functionals related with financial assets of jump-diffusion are provided based on the theory of asymptotic expansion on the Wiener-Poisson space. Solving the Hamilton-Jacobi-Bellman (HJB) equation of integro-differential type is related with solving the classical Merton problem and the Ramsey theory. The field of jump processes is nowadays quite wide-ranging, from the Lévy processes to SDEs with jumps. Recent developments in stochastic analysis have enabled us to express various results in a compact form. Up to now, these topics were rarely discussed in a monograph. Contents: Preface Preface to the second edition Introduction Lévy processes and Itô calculus Perturbations and properties of the probability law Analysis of Wiener-Poisson functionals Applications Appendix Bibliography List of symbols Index 410 0$aDe Gruyter studies in mathematics ;$v54. 606 $aMalliavin calculus 606 $aCalculus of variations 606 $aJump processes 606 $aStochastic processes 608 $aElectronic books. 615 0$aMalliavin calculus. 615 0$aCalculus of variations. 615 0$aJump processes. 615 0$aStochastic processes. 676 $a519.2/2 700 $aIshikawa$b Yasushi$f1959 October 1-$0740739 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910466065603321 996 $aStochastic calculus of variations$91469165 997 $aUNINA LEADER 01140nam 2200385 450 001 9910511657103321 010 $a3-7369-4808-5 035 $a(CKB)4340000000200384 035 $a(MiAaPQ)EBC5022445 035 $a(EXLCZ)994340000000200384 100 $a20170930h20142014 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aRare tree species in remnant forests and nurseries across the Visayas, Philippines /$fvon Dennis P. Peque 210 1$aGottingen, [Germany] :$cCuvillier Verlag,$d2014. 210 4$d©2014 215 $a1 online resource (177 pages) $cillustrations 311 $a3-95404-808-6 606 $aSpecies 606 $aRare plants 608 $aElectronic books. 615 0$aSpecies. 615 0$aRare plants. 676 $a576.86 700 $aPeque$b Dennis$01066177 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910511657103321 996 $aRare tree species in remnant forests and nurseries across the Visayas, Philippines$92548722 997 $aUNINA LEADER 01204nam 2200325Ia 450 001 996386726103316 005 20221102114220.0 035 $a(CKB)1000000000616116 035 $a(EEBO)2240858014 035 $a(OCoLC)11849468 035 $a(EXLCZ)991000000000616116 100 $a19850326d1682 uy | 101 0 $aeng 135 $aurbn||||a|bb| 200 03$aAn impartial account of the proceedings of the Common-Hall of the city of London, at Guild-Hall, June the 24th, 1682$b[electronic resource] $efor electing of sheriffs for the said city and county of Middlesex, &c 210 $aLondon $cPrinted for Langley Curtis$d1682 215 $a1 sheet ([2] p.) 300 $aBroadside. 300 $aCaption title. 300 $aReproduction of original in Huntington Library. 330 $aeebo-0113 607 $aMiddlesex (England)$xOfficials and employees 608 $aBroadsides$zEngland$zLondon$y17th century$2rbgenr 801 0$bEAA 801 1$bEAA 801 2$bWaOLN 906 $aBOOK 912 $a996386726103316 996 $aAn impartial account of the proceedings of the Common-Hall of the city of London, at Guild-Hall, June the 24th, 1682$92385494 997 $aUNISA