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

by Nicolas Bouleau and Laurent Denis

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"