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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

- With Emphasis on the Creation-Annihilation Techniques

af Nicolas Bouleau, Laurent Denis

indgår i Probability Theory and Stochastic Modelling serien

Dirichlet Forms Methods for Poisson Point Measures and Levy Processes af Nicolas Bouleau
Bag 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319798455
  • Indbinding:
  • Paperback
  • Sideantal:
  • 323
  • Udgivet:
  • 21. marts 2019
  • Udgave:
  • 12015
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 528 g.
  • 8-11 hverdage.
  • 20. november 2024

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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.

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