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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.Publisher: Springer International Publishing AGAuthor(s): Laurent DenisIllustration(s): 3 Illustrations, color; XVIII, 323 p. 3 illus. in color.Number of pages: 323Collection: Probability Theory and Stochastic ModellingPublication date: 2015Dimensions: 243 x 162 x 25Cover type: Hardback
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Vânzător: Elefant.ro
Brand: Springer International Publishing Ag