Dirichlet Forms Methods for Poisson Point Measures and Levy Processes: With Emphasis on the Creation-Annihilation Techniques - Probability Theory and Stochastic Modelling - Nicolas Bouleau - Knjige - Springer International Publishing AG - 9783319798455 - 21. marca 2019
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Nicolas Bouleau
Dirichlet Forms Methods for Poisson Point Measures and Levy Processes: With Emphasis on the Creation-Annihilation Techniques - Probability Theory and Stochastic Modelling Softcover reprint of the original 1st ed. 2015 edition

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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.

323 pages, 3 Illustrations, color; XVIII, 323 p. 3 illus. in color.

Medij Knjige     Paperback Book   (Knjiga z mehkimi platnicami in lepljenim hrbtom)
Izdano 21. marca 2019
ISBN13 9783319798455
Založniki Springer International Publishing AG
Strani 323
Dimenzije 150 × 220 × 10 mm   ·   522 g
Jezik Nemščina  

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