Opening book details…
Can I read Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques (Probability Theory and Stochastic Modelling Book 76) on EtoBox?
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques (Probability Theory and Stochastic Modelling Book 76) by Nicolas Bouleau, Laurent Denis (auth.) is a mathematics available to read on EtoBox.
What is Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques (Probability Theory and Stochastic Modelling Book 76) about?
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 tool for a quite general class of random
Who reads Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques (Probability Theory and Stochastic Modelling Book 76)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Nicolas Bouleau, Laurent Denis (auth.)
- Publisher
- Springer International Publishing : Imprint : Springer
- Published
- 2015
- Language
- EN
- ISBN
- 9783319798455
- Category
- mathematics
- Subjects
- Mathematics, Science, Stochastic Processes
- Updated
- 2026-03-25
More by Nicolas Bouleau, Laurent Denis (auth.)
Browse all works by Nicolas Bouleau, Laurent Denis (auth.)
Similar books
- Gaussian Random Processes (Stochastic Modelling and Applied Probability, 9) — I. A. Ibragimov, Y. A. Rozanov (auth.) (1978)
- Stochastic Filtering Theory (Stochastic Modelling and Applied Probability (13)) — Gopinath Kallianpur (auth.) (1980)
- Stochastic Networks and Queues (Stochastic Modelling and Applied Probability, 52) — Philippe Robert (auth.) (2003)
- Stochastic Flows And Jump-diffusions (probability Theory And Stochastic Modelling) — Hiroshi Kunita (2019)
- Controlled Diffusion Processes (stochastic Modelling And Applied Probability) — Nicolai V. Krylov (auth.) (1980)
- Ambit Stochastics (Probability Theory and Stochastic Modelling, 88) (2018)