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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

- With Emphasis on the Creation-Annihilation Techniques

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:
  • Engelsk
  • ISBN:
  • 9783319798455
  • Bindende:
  • Paperback
  • Sider:
  • 323
  • Utgitt:
  • 21 mars 2019
  • Utgave:
  • 12015
  • Dimensjoner:
  • 155x235x0 mm.
  • Vekt:
  • 528 g.
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 30 juli 2024

Beskrivelse 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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