Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
«“This book is based on a course given at the Institute Henri Poincare in Paris, in 2011. … this is a deep book that is very well written and could be interesting to anybody working with jump diffusion stochastic models.” (Josep Vives, Mathematical Reviews, February, 2017)
»
A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. Called the "lent particle method" it is based on perturbation of the position of particles. Les mer
Detaljer
- Forlag
- Springer International Publishing AG
- Innbinding
- Innbundet
- Språk
- Engelsk
- Sider
- 323
- ISBN
- 9783319258188
- Utgivelsesår
- 2015
- Format
- 24 x 16 cm
Anmeldelser
«“This book is based on a course given at the Institute Henri Poincare in Paris, in 2011. … this is a deep book that is very well written and could be interesting to anybody working with jump diffusion stochastic models.” (Josep Vives, Mathematical Reviews, February, 2017)
»