9783319798455 - dirichlet forms methods for poisson point measures and lévy processes: with emphasis on the creation-annihilation techniques: 76 di bouleau, nicolas; denis, laurent (9 risultati)
Lingua: Inglese
Editore: Springer 2019
Serie: Probability Theory and Stochastic Modelling, Libro 8 di 35. Libro 8 di 35 - Probability Theory and Stochastic Modelling
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Lingua: Inglese
Editore: Springer 2019
Serie: Probability Theory and Stochastic Modelling, Libro 8 di 35. Libro 8 di 35 - Probability Theory and Stochastic Modelling
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. pp. 341 Softcover reprint of the original 1st ed. 2015 edition NO-PA16APR2015-KAP.
Lingua: Inglese
Editore: Springer International Publishing, Springer International Publishing 2019
Serie: Probability Theory and Stochastic Modelling, Libro 8 di 35. Libro 8 di 35 - Probability Theory and Stochastic Modelling
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 phen…omena 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.
Lingua: Inglese
Editore: Springer Verlag 2017
Serie: Probability Theory and Stochastic Modelling, Libro 8 di 35. Libro 8 di 35 - Probability Theory and Stochastic Modelling
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Da: Revaluation Books, Exeter, , Regno UnitoRevaluation Books
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Paperback. Condizione: Brand New. reprint edition. 344 pages. 9.25x6.10x0.79 inches. In Stock.
Lingua: Inglese
Editore: Springer 2019
Serie: Probability Theory and Stochastic Modelling, Libro 8 di 35. Libro 8 di 35 - Probability Theory and Stochastic Modelling
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer International Publishing Mrz 2019 2019
Serie: Probability Theory and Stochastic Modelling, Libro 8 di 35. Libro 8 di 35 - Probability Theory and Stochastic Modelling
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 measur…es 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. 344 pp. Englisch.
Lingua: Inglese
Editore: Springer 2019
Serie: Probability Theory and Stochastic Modelling, Libro 8 di 35. Libro 8 di 35 - Probability Theory and Stochastic Modelling
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Da: Majestic Books, Hounslow, , Regno UnitoMajestic Books
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Condizione: New. Print on Demand pp. 341.
Lingua: Inglese
Editore: Springer, Palgrave Macmillan Mär 2019 2019
Serie: Probability Theory and Stochastic Modelling, Libro 8 di 35. Libro 8 di 35 - Probability Theory and Stochastic Modelling
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 d…escribe 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 344 pp. Englisch.
Lingua: Inglese
Editore: Springer 2019
Serie: Probability Theory and Stochastic Modelling, Libro 8 di 35. Libro 8 di 35 - Probability Theory and Stochastic Modelling
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND pp. 341.
