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Stochastic calculus of variations for jump processes / / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes / / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : de Gruyter, , [2016] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes Stochastic processes |
| Soggetto genere / forma | Electronic books. |
| ISBN |
3-11-037807-8
3-11-039232-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 -- Index |
| Record Nr. | UNINA-9910466065603321 |
Ishikawa Yasushi <1959 October 1->
|
||
| Berlin ; ; Boston : , : de Gruyter, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic calculus of variations for jump processes / / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes / / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : de Gruyter, , [2016] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes Stochastic processes |
| ISBN |
3-11-037807-8
3-11-039232-1 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 -- Index |
| Record Nr. | UNINA-9910798166303321 |
|
Ishikawa Yasushi <1959 October 1->
|
||
| Berlin ; ; Boston : , : de Gruyter, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic calculus of variations for jump processes / / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes / / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Berlin ; ; Boston : , : de Gruyter, , [2016] |
| Descrizione fisica | 1 online resource (290 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes Stochastic processes |
| ISBN |
3-11-037807-8
3-11-039232-1 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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 -- Index |
| Record Nr. | UNINA-9910808758503321 |
|
Ishikawa Yasushi <1959 October 1->
|
||
| Berlin ; ; Boston : , : de Gruyter, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic calculus of variations for jump processes [[electronic resource] /] / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes [[electronic resource] /] / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Pubbl/distr/stampa | Berlin, : De Gruyter, 2013 |
| Descrizione fisica | 1 online resource (276 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes |
| Soggetto genere / forma | Electronic books. |
| ISBN | 3-11-028200-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910452843903321 |
|
Ishikawa Yasushi <1959 October 1->
|
||
| Berlin, : De Gruyter, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic calculus of variations for jump processes [[electronic resource] /] / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes [[electronic resource] /] / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Pubbl/distr/stampa | Berlin, : De Gruyter, 2013 |
| Descrizione fisica | 1 online resource (276 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes |
| ISBN | 3-11-028200-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910779735103321 |
|
Ishikawa Yasushi <1959 October 1->
|
||
| Berlin, : De Gruyter, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Stochastic calculus of variations for jump processes / / Yasushi Ishikawa
| Stochastic calculus of variations for jump processes / / Yasushi Ishikawa |
| Autore | Ishikawa Yasushi <1959 October 1-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Berlin, : De Gruyter, 2013 |
| Descrizione fisica | 1 online resource (276 p.) |
| Disciplina | 519.2/2 |
| Collana | De Gruyter studies in mathematics |
| Soggetto topico |
Malliavin calculus
Calculus of variations Jump processes |
| ISBN | 3-11-028200-3 |
| Classificazione | SK 820 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910825156503321 |
|
Ishikawa Yasushi <1959 October 1->
|
||
| Berlin, : De Gruyter, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||