Overview
- 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
Part of the book series: Probability Theory and Stochastic Modelling (PTSM, volume 76)
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Table of contents (10 chapters)
Keywords
About this book
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Authors and Affiliations
About the authors
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.
Bibliographic Information
Book Title: Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes
Book Subtitle: With Emphasis on the Creation-Annihilation Techniques
Authors: Nicolas Bouleau, Laurent Denis
Series Title: Probability Theory and Stochastic Modelling
DOI: https://doi.org/10.1007/978-3-319-25820-1
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing Switzerland 2015
Hardcover ISBN: 978-3-319-25818-8Published: 23 December 2015
Softcover ISBN: 978-3-319-79845-5Published: 21 March 2019
eBook ISBN: 978-3-319-25820-1Published: 08 January 2016
Series ISSN: 2199-3130
Series E-ISSN: 2199-3149
Edition Number: 1
Number of Pages: XVIII, 323
Number of Illustrations: 3 illustrations in colour