Stochastic Calculus of Variations 3rd ed.(De Gruyter Studies in Mathematics Vol. 54) hardcover 380 p. 23
内容
This monograph 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. The book also contains some applications of the stochastic calculus for processes with jumps to the control theory and mathematical finance. This third, entirely revised edition of the work was updated to reflected the latest developments in the theory.