Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques: 76 (Probability Theory and Stochastic Modelling)

by Laurent Denis (Author), Nicolas Bouleau (Author)

• New

  Hardcover
  2015

  $155.94

  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.