Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes With Emphasis on the Creation-Annihilation Techniques /

• Main Authors: Bouleau, Nicolas (Author), Denis, Laurent (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Edition: 1st ed. 2015.
• Series: Probability Theory and Stochastic Modelling, 76
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

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 mathema...