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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-

Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction

In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers where they proved continuous-time versions of the Fundamental Theorem of Asse

Stochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals o