General Book Search for "9783319258188"

Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

Hardback
Published : Wednesday 23 December 2015
ISBN : 9783319258188
Price : €128.69


Description

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.



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