Dirichlet Forms Methods for Poisson Point Measures and Levy Processes. With Emphasis on the Creation-Annihilation Techniques, 1st ed. 2015, Hardback/Laurent Denis

A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. 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. Publisher: Springer International Publishing AG Author(s): Laurent Denis Illustration(s): 3 Illustrations, color; XVIII, 323 p. 3 illus. in color. Number of pages: 323 Collection: Probability Theory and Stochastic Modelling Publication date: 2015 Dimensions: 243 x 162 x 25 Cover type: Hardback