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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes, Softcover reprint of the original 1st ed. 2015 With Emphasis on the Creation-Annihilation Techniques Probability Theory and Stochastic Modelling Series, Vol. 76
Auteurs : Bouleau Nicolas, Denis Laurent
Laurent Denis is currently professor at the Université du Maine. He has been head of the department of mathematics at the University of Evry (France). He is a specialist in Malliavin calculus, the theory of stochastic partial differential equations and mathematical finance.
Nicolas Bouleau is emeritus professor at the Ecole des Ponts ParisTech. He is known for his works in potential theory and on Dirichlet forms with which he transformed the approach to error calculus. He has written more than a hundred articles and several books on mathematics and on other subjects related to the philosophy of science. He holds several awards including the Montyon prize from the French Academy of Sciences and is a member of the Scientific Council of the Nicolas Hulot Foundation.
Presents a new approach to absolute continuity and regularity of laws of Poisson functionals
Richly illustrated by various examples
Introduces a new mathematical tool, the "lent particle method"
Includes supplementary material: sn.pub/extras
Date de parution : 03-2019
Ouvrage de 323 p.
15.5x23.5 cm
Date de parution : 12-2015
Ouvrage de 323 p.
15.5x23.5 cm
Thème de Dirichlet Forms Methods for Poisson Point Measures and... :
Mots-clés :
60H07, 60G57, 60G51, 60J45, Dirichlet forms, Lévy processes, Malliavin calculus, lent particle method, random Poisson measures