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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
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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. 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.
Undertitel
With Emphasis on the Creation-Annihilation Techniques
Upplaga
Softcover reprint of the original 1st ed. 2015
ISBN
9783319798455
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2019-03-21
Sidor
323