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Stochastic Analysis for Poisson Point Processes

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The first four surveys can be seen as a “crash course” in stochastic analysis on
the Poisson space. Starting from the careful construction of Malliavin operators
on abstract Poisson spaces via Fock space representations (G. Last), the elegant
combinatorial properties of (multiple) Poisson stochastic integrals are explored (N.
Privault) and an introduction provided to variational formulae, allowing the reader to
deal with the analytical study of expectations of Poisson functionals (I. Molchanov
and S. Zuyev). Finally, J.-L. Solé and F. Utzet show how these tools can be extended
to the more general framework of random measures with independent increments
(sometimes called completely random measures) and Lévy processes

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Series Title

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Call Number

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Publisher

London : Springer., 2016

Collation

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Language

English

ISBN/ISSN

978-3-319-05233-5

Classification

NONE

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

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Subject(s)

Stochastic

Specific Detail Info

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Statement of Responsibility

Editors: Giovanni Peccati, Matthias Reitzner

Other Information

Cataloger

Jemadi

Source

https://link.springer.com/content/pdf/10.1007/978-3-319-05233-5.pdf?pdf=button

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