Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
1206 Kč 3 396 Kč
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 |
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