Recenze Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

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A simplified approach to Malliavin calculus adapted to Poisson random measures is developed and applied in this book. 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... číst celé 

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