Laurent Denis
Dirichlet Forms Methods for Poisson Point Measures and Levy Processes. With Emphasis on the Creation-Annihilation Techniques, 1st ed. 2015, Hardback
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Descriere
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.
mai multmai putin more_horiz
- Publisher: Springer International Publishing AG
- Author(s): Laurent Denis
- Illustration(s): 3 Illustrations, color; XVIII, 323 p. 3 illus. in color.
- Number of pages: 323
- Collection: Probability Theory and Stochastic Modelling
- Publication date: 2015
- Dimensions: 243 x 162 x 25
- Cover type: Hardback
Detalii
- Autor
- Laurent Denis
- Editura
- Springer International Publishing AG
- Colectie
- Probability Theory and Stochastic Modelling
- Anul aparitiei
- 2.015
- Luna aparitiei
- 12
- Tip coperta
- Cartonata
- Numar de pagini
- 323
- Format
- 243 x 162
- ISBN
- 3319258184
- Cod de bare
- 9783319258188
- Tara de origine
- Elvetia