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Dirichlet forms methods for Poisson point measures and Lévy processes: with emphasis on the creation-annihilation techniques
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 mathema...
| Autores principales: | , |
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| Lenguaje: | eng |
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Springer
2015
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-25820-1 http://cds.cern.ch/record/2128127 |