Nicolas Bouleau: 1 book
Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
With Emphasis on the Creation-Annihilation Techniques
Language: English
Release Date: January 8, 2016
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 mathematical...
