Stochastic calculus of variations for jump processes (Q5899635)
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scientific article; zbMATH DE number 6532411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus of variations for jump processes |
scientific article; zbMATH DE number 6532411 |
Statements
Stochastic calculus of variations for jump processes (English)
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18 January 2016
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stochastic calculus of variations
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Malliavin calculus
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jump process
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Lévy process
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Poisson space
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Wiener space
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jump diffusions
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