Stochastic calculus of variations for jump processes

DOI10.1515/9783110282009MaRDI QIDQ5891096zbMATH OpenOpenAlexFDO

Authors Yasushi Ishikawa

Publication date 23 July 2013

Published in De Gruyter Studies in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/9783110282009

zbMATH Keywords

jump diffusionsMalliavin calculusWiener spacejump processPoisson spacestochastic calculus of variationsLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05)

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