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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
- With Emphasis on the Creation-Annihilation Techniques
- Binding:
- Hardback
- Pages:
- 323
- Published:
- December 22, 2015
- Edition:
- 12015
- Dimensions:
- 162x243x25 mm.
- Weight:
- 674 g.
Delivery:
2-3 weeks
Expected delivery: December 19, 2024
Extended return policy to January 30, 2025
Description of Dirichlet Forms Methods for Poisson Point Measures and Levy 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.
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