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  4. Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

- With Emphasis on the Creation-Annihilation Techniques

av Nicolas Bouleau

del av Probability Theory and Stochastic Modelling-serien

Dirichlet Forms Methods for Poisson Point Measures and Levy Processes av Nicolas Bouleau
Om Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

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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  • Språk:
  • Engelska
  • ISBN:
  • 9783319258188
  • Format:
  • Inbunden
  • Sidor:
  • 323
  • Utgiven:
  • 23. december 2015
  • Utgåva:
  • 12015
  • Mått:
  • 162x243x25 mm.
  • Vikt:
  • 674 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 17. december 2024

Om Nicolas Bouleau

Se alla böcker av Nicolas Bouleau

Beskrivning av Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

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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