Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
2209 Kč 3 460 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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