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Download this eBook Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes


Nicolas Bouleau , Laurent Denis


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...

Publication date: 2016-01-08
Format: PDF, ePub
Publisher: Springer
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£109,50

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