Dirichlet Forms Methods For Poisson Point Measures And Levy Processes: With Emphasis On The Creation-Annihilation Techniques

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.

• | By (Author): Nicolas Bouleau
• | Publisher: Springer International Publishing AG
• | Publication Date: Dec 23, 2015
• | Country of Publication: Switzerland
• | Number of Pages: 323 pages
• | Language: Unknown
• | Binding: Hardback
• | ISBN-10: 3319258184
• | ISBN-13: 9783319258188