Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

Name: Dirichlet Forms Methods for Poisson Point Measures and Levy Processes
Author: Denis Laurent

Denis Laurent, Nicolas Bouleau

Springer International Publishing AG

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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.

Výběr knih vydavatele Springer International Publishing AG