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

(Bog, Paperback / softback, 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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Alle detaljer

Forlag Springer International Publishing AG
Forfattere Nicolas Bouleau, Laurent Denis
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave Softcover reprint of the original 1st ed. 2015
Udgivelsesdato 21-03-2019
Første udgivelsesår 2019
Serie Probability Theory and Stochastic Modelling
Illustrationer 3 Illustrations, color
Originalsprog Switzerland
Sideantal 323
Indbinding Paperback / softback
Forlag Springer International Publishing AG
Sideoplysninger 323 pages, 3 Illustrations, color
Mål 235 x 155
ISBN-13 / EAN-13 9783319798455