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Dirichlet Forms Methods For Poisson Point Measures And Levy Processes

With Emphasis On The Creation-Annihilation Techniques

by Laurent Denis e Nicolas Bouleau
language: english
Publisher: Springer International Publishing AG, March of 2019 ‧
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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: 9783319798455
Publisher: Springer International Publishing AG
Release Date: March of 2019
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 323
Format: Book
Collection: Probability Theory And Stochastic Modelling
Categories: Books in English > Science > Mathematics
EAN: 9783319798455

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