Dirichlet Forms Methods for Poisson Point Measures and Levy Processes: With Emphasis ... (Bog, Hardback, Engelsk)
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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes: With Emphasis on the Creation-Annihilation Techniques

(Bog, Hardback, Engelsk)
Forfattere: Nicolas Bouleau, Laurent Denis
Forlag: Springer International Publishing AG

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A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Thanks to the theory of Dirichlet forms, the authors develop a mathematical tool for a quite general class of random Poisson measures and significantly simplify computations of Malliavin matrices of Poisson functionals.

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Forlag Springer International Publishing AG
Forfattere Nicolas Bouleau, Laurent Denis
Type Bog
Format Hardback
Sprog Engelsk
Udgave 1st ed. 2015
Udgivelsesdato 23-12-2015
Første udgivelsesår 2015
Serie Probability Theory and Stochastic Modelling
Illustrationer 3 Illustrations, color
Originalsprog Switzerland
Sideantal 323
Indbinding Hardback
Forlag Springer International Publishing AG
Sideoplysninger 323 pages, 3 Illustrations, color
Mål 243 x 162 x 25
ISBN-13 / EAN-13 9783319258188