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Found 1 from your keywords: author="Nicolas Bouleau"
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Dirichlet forms methods for Poisson point measures and Lévy processes : wit…
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Nicolas Bouleau

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…

Edition
-
ISBN/ISSN
9783319258201
Collation
xviii, 323 pages
Series Title
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Call Number
510