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Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
- With Emphasis on the Creation-Annihilation Techniques
- Binding:
- Paperback
- Pages:
- 323
- Published:
- March 20, 2019
- Edition:
- 12015
- Dimensions:
- 155x235x0 mm.
- Weight:
- 528 g.
Delivery:
1-2 weeks
Expected delivery: December 11, 2024
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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