Capa do artigo Dirichlet Forms Methods For Poisson Point Measures And Levy Processes
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Dirichlet Forms Methods For Poisson Point Measures And Levy Processes eBook

With Emphasis On The Creation-Annihilation Techniques

by Laurent Denis e Nicolas Bouleau
language: english
Publisher: Springer International Publishing, January of 2016 ‧
145,09€
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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.

Dirichlet Forms Methods For Poisson Point Measures And Levy Processes

With Emphasis On The Creation-Annihilation Techniques

by Laurent Denis e Nicolas Bouleau

Property Description
ISBN: 9783319258201
Publisher: Springer International Publishing
Release Date: January of 2016
Language: English
Format: eBook
Collection: Probability Theory And Stochastic Modelling
Categories: eBooks in English > Science > Mathematics
EAN: 9783319258201

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