Bocconi & Springer Series

Stochastic Analysis for Poisson Point Processes

Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry

Editors: Peccati, Giovanni, Reitzner, Matthias (Eds.)

  • A self-contained introduction to essential topics in stochastic geometry and infinite-dimensional stochastic analysis
  • Provides a unique and systematic discussion of Malliavin calculus in the framework of stochastic geometry
  • Includes detailed discussion of applications, e.g. to telecommunication networks, or to statistical problems on homogeneous spaces
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eBook $99.00
price for USA (gross)
  • ISBN 978-3-319-05233-5
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-3-319-05232-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. 

This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets.

Table of contents (10 chapters)

  • Stochastic Analysis for Poisson Processes

    Last, Günter

    Pages 1-36

  • Combinatorics of Poisson Stochastic Integrals with Random Integrands

    Privault, Nicolas

    Pages 37-80

  • Variational Analysis of Poisson Processes

    Molchanov, Ilya (et al.)

    Pages 81-101

  • Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments

    Solé, Josep Lluís (et al.)

    Pages 103-143

  • Introduction to Stochastic Geometry

    Hug, Daniel (et al.)

    Pages 145-184

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-3-319-05233-5
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
  • ISBN 978-3-319-05232-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Analysis for Poisson Point Processes
Book Subtitle
Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry
Editors
  • Giovanni Peccati
  • Matthias Reitzner
Series Title
Bocconi & Springer Series
Series Volume
7
Copyright
2016
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-05233-5
DOI
10.1007/978-3-319-05233-5
Hardcover ISBN
978-3-319-05232-8
Series ISSN
2039-1471
Edition Number
1
Number of Pages
XV, 346
Number of Illustrations and Tables
2 illustrations in colour
Topics