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This book is a concise introduction to the stochastic calculus of variations for processes with jumps. The author provides many results on this topic in a self-contained way for e.g., stochastic differential equations (SDEs) with jumps. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory, mathematical finance and so. This third and entirely revised edition of the work is updated to reflect the latest developments in the theory and some applications with graphics.
Get Stochastic Calculus of Variations by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by De Gruyter and it has pages.
