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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...
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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.
Skryť popis- Nakladateľ: Springer International Publishing AG
- Kód:
- Rok vydania: 2015
- Jazyk: Angličtina
- Väzba: Hardback
- Počet strán: 323
- Šírka balenia: 16.2 cm
- Výška balenia: 24.3 cm
- Hĺbka balenia: 2.5 cm
- Váha balenia: 674 g
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