Dirichlet Forms Methods for Poisson Point Measures and Levy Processes. With Emphasis on the Creation-Annihilation Techniques, 1st ed. 2015, Hardback

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.

• Publisher: Springer International Publishing AG
• Author(s): Laurent Denis
• Illustration(s): 3 Illustrations, color; XVIII, 323 p. 3 illus. in color.
• Number of pages: 323
• Collection: Probability Theory and Stochastic Modelling
• Publication date: 2015
• Dimensions: 243 x 162 x 25
• Cover type: Hardback