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Measure-Valued Branching Markov Processes
This book provides a compact introduction to the theory of measure-valued branching processes, immigration processes and Ornstein–Uhlenbeck type processes.Measure-valued branching …
Random Measures, Theory and Applications
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the …
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation …
Random Measures, Theory and Applications
Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the …
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the “lent particle method” it is based on perturbation …