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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...
tovább
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.
leírás elrejtése- Kiadó: Springer International Publishing AG
- Kód:
- Kiadás éve: 2015
- Nyelv: Angol
- Kötés: Kötött
- Oldalak száma: 323
- Csomag szélessége: 16.2 cm
- Csomag magassága: 24.3 cm
- Csomag mélysége: 2.5 cm
- Csomag súlya: 674 g
Recenzió