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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes: With Emphasis on the Creation-Annihilation Techniques - Probability Theory and Stochastic Modelling Nicolas Bouleau 1st ed. 2015 edition
Dirichlet Forms Methods for Poisson Point Measures and Levy Processes: With Emphasis on the Creation-Annihilation Techniques - Probability Theory and Stochastic Modelling
Nicolas Bouleau
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.
323 pages, 3 colour illustrations, biography
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 23 de dezembro de 2015 |
| ISBN13 | 9783319258188 |
| Editoras | Springer International Publishing AG |
| Páginas | 323 |
| Dimensões | 162 × 243 × 25 mm · 674 g |
| Idioma | Alemão |