Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques

by Nicolas Bouleau and Laurent Denis

No Customer Reviews

Select Format

Select Condition

Book Overview

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. Poisson random measures describe phenomena involving random jumps (for instance in mathematical finance) or the random distribution of particles (as in statistical physics). Thanks to the theory of Dirichlet forms, the authors develop a mathematical...

Format:Paperback

Language:English

ISBN:3319798456

ISBN13:9783319798455

Release Date:March 2019

Publisher:Springer

Length:323 Pages

Weight:1.06 lbs.

Dimensions:0.7" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

Customer Reviews

0 rating

Write a review

ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.

Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks^® and the ThriftBooks^® logo are registered trademarks of Thrift Books Global, LLC

Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques

Select Format

Select Condition

Recommended

Book Overview

Customer Reviews

Popular Categories

Website

My Account

Partnerships

Quick Help

About Us

Follow Us