Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
Laurent Denis, Nicolas Bouleau
Springer International Publishing AG, 2019
145,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783319798455
- ISBN-10
- 3319798456
- Publisher
- Springer International Publishing AG
- Year
- 2019
- Publication date
- 2019-03-21
- Pages
- 323
- Dimensions
- 235x155x