Dirichlet forms methods for poisson point measures and lévy processes: with emphasis on the creation-annihilation techniques
Auteur :
Bouleau, Nicolas / Denis, Laurent
Éditeur :
Springer International Publishing AG
ISBN :
9783319798455
Date de publication :
21 mars 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.