Name: Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
Price: 1826.00 SEK
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Author: Nicolas Bouleau
ISBN: 9783319798455

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

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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:
9783319798455

Förlag:
Springer International Publishing AG

Format:
Häftad

Sidor:
323

Utgiven:
21 Mars 2019

Utgåva:
12015

Mått:
155x235x0 mm.

Vikt:
528 g.

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Leveranstid: 2-4 veckor

Förväntad leverans: 30 Juli 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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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

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