Dirichlet Forms Methods for Poisson Point Measures and L vy Processes is popular PDF and ePub book, written by Nicolas Bouleau in 2016-01-08, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Dirichlet Forms Methods for Poisson Point Measures and L vy Processes can be Read Online from any device for your convenience.
Dirichlet Forms Methods for Poisson Point Measures and L vy Processes Book PDF Summary
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 Poisson measures and significantly simplify computations of Malliavin matrices of Poisson functionals. The method gives rise to a new explicit calculus that they illustrate on various examples: it consists in adding a particle and then removing it after computing the gradient. Using this method, one can establish absolute continuity of Poisson functionals such as Lévy areas, solutions of SDEs driven by Poisson measure and, by iteration, obtain regularity of laws. The authors also give applications to error calculus theory. This book will be of interest to researchers and graduate students in the fields of stochastic analysis and finance, and in the domain of statistical physics. Professors preparing courses on these topics will also find it useful. The prerequisite is a knowledge of probability theory.
Detail Book of Dirichlet Forms Methods for Poisson Point Measures and L vy Processes PDF
- Author : Nicolas Bouleau
- Release : 08 January 2016
- Publisher : Springer
- ISBN : 9783319258201
- Genre : Mathematics
- Total Page : 333 pages
- Language : English
- PDF File Size : 15,6 Mb
If you're still pondering over how to secure a PDF or EPUB version of the book Dirichlet Forms Methods for Poisson Point Measures and L vy Processes by Nicolas Bouleau, don't worry! All you have to do is click the 'Get Book' buttons below to kick off your Download or Read Online journey. Just a friendly reminder: we don't upload or host the files ourselves.