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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

- With Emphasis on the Creation-Annihilation Techniques

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:
  • 9783319258188
  • Indbinding:
  • Hardback
  • Sideantal:
  • 323
  • Udgivet:
  • 23. december 2015
  • Udgave:
  • 12015
  • Størrelse:
  • 162x243x25 mm.
  • Vægt:
  • 674 g.
  • BLACK NOVEMBER
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Leveringstid: 8-11 hverdage
Forventet levering: 21. november 2024

Beskrivelse af 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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