Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
3489 Kč
Odesíláme do 3 až 5 dní
Sleva až 70% u třetiny knih
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.
| Autor: | Bouleau, Nicolas; Denis, Laurent |
| Nakladatel: | Springer International Publishing AG |
| ISBN: | 9783319258188 |
| Rok vydání: | 2015 |
| Jazyk : | Angličtina |
| Vazba: | Hardback |
| Počet stran: | 323 |
Mohlo by se vám také líbit..
-
Lie Groups, Lie Algebras, and Repres...
Hall, Brian J
-
Theory and Simulation of Random Phen...
Vitali, Ettore; Motta, Mario; Galli, Davide Emilio
-
Open Conformal Systems and Perturbat...
Pollicott, Mark; Urbanski, Mariusz
-
The Real Numbers
Stillwell, John
-
Differential Geometry of Curves and ...
Tapp, Kristopher
-
Differential Geometry
Bott, Raoul; Tu, Loring W.
-
Nevanlinna Theory, Normal Families, ...
Steinmetz, Norbert
-
Time Series Analysis and Its Applica...
Shumway, Robert H.; Stoffer, David S.
-
Homotopical Topology
Fomenko, Anatoly; Fuchs, Dmitry
-
Markov Chains
Moulines, Eric; Stoffer, David S.; Douc, Randal
-
Don Pigozzi on Abstract Algebraic Lo...
-
A Brief Introduction to Berezin-Toepl...
Le Floch, Yohann
-
Galois Theory Through Exercises
Brzezinski, Juliusz
-
Differential Equations
Constanda, Christian
-
Non-Newtonian Fluid Mechanics and Co...
Farina, Angiolo; Mikelic, Andro; Saccomandi, Giuseppe; Sequeira, Adelia; Toro, Eleuterio F.
-
Computational Physics
Scherer, Philipp
