Nicolas Bouleau
Dirichlet Forms Methods for Poisson Point Measures and Levy Processes: With Emphasis on the Creation-Annihilation Techniques - Probability Theory and Stochastic Modelling Nicolas Bouleau 1st ed. 2015 edition

Name: Dirichlet Forms Methods for Poisson Point Measures and Levy Processes: With Emphasis on the Creation-Annihilation Techniques - Probability Theory and Stochastic Modelling
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Author: Nicolas Bouleau

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Paperback Book

Softcover reprint of the original 1st ed. 2015 edition

(2019) ¥ 21.284

Dirichlet Forms Methods for Poisson Point Measures and Levy Processes: With Emphasis on the Creation-Annihilation Techniques - Probability Theory and Stochastic Modelling

Nicolas Bouleau

1st ed. 2015 edition

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.

323 pages, 3 colour illustrations, biography

メディア	書籍 Hardcover Book (ハードカバー付きの本)
リリース済み	2015年12月23日
ISBN13	9783319258188
出版社	Springer International Publishing AG
ページ数	323
寸法	162 × 243 × 25 mm · 674 g
言語	ドイツ語