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Dirichlet Forms Methods For Poisson Point Measures And Levy Processes: With Emphasis On The Creation-Annihilation Techniques
Springer International Publishing AG
$126.06
$116.42
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
- By (Author):
- Nicolas Bouleau
- Publisher:
- Springer International Publishing AG
- Publication Date:
- Dec 23, 2015
- Country of Publication:
- Switzerland
- Language:
- Unknown
- Number of pages:
- 323 pages
- Binding:
- Hardback
- ISBN-10:
- 3319258184
- ISBN-13:
- 9783319258188