Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Published by Springer International Publishing AG, Cham, 2019
ISBN 10: 3319798456 ISBN 13: 9783319798455
Language: English
Seller: Grand Eagle Retail, Mason, OH, U.S.A.
Paperback. Condition: new. Paperback. 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 finance) or the random distribution of particles (as in statistical physics). 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 Malliavin matrices of Poisson functionals. The method gives rise to a new explicit calculus that they illustrate on various examples: it consists in adding a particle and then removing it after computing the gradient. Using this method, one can establish absolute continuity of Poisson functionals such as Levy areas, solutions of SDEs driven by Poisson measure and, by iteration, obtain regularity of laws. The authors also give applications to error calculus theory. This book will be of interest to researchers and graduate students in the fields of stochastic analysis and finance, and in the domain of statistical physics. Professors preparing courses on these topics will also find it useful. The prerequisite is a knowledge of probability theory. 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 Malliavin matrices of Poisson functionals. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Seller: Best Price, Torrance, CA, U.S.A.
Condition: New. SUPER FAST SHIPPING.
Seller: Best Price, Torrance, CA, U.S.A.
Condition: New. SUPER FAST SHIPPING.
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New.
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 118.42
Convert currencyQuantity: Over 20 available
Add to basketCondition: New. In.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 118.42
Convert currencyQuantity: Over 20 available
Add to basketCondition: New. In.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
£ 118.41
Convert currencyQuantity: Over 20 available
Add to basketCondition: New.
Published by Springer International Publishing AG, Cham, 2015
ISBN 10: 3319258184 ISBN 13: 9783319258188
Language: English
Seller: Grand Eagle Retail, Mason, OH, U.S.A.
First Edition
Hardcover. Condition: new. Hardcover. 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 finance) or the random distribution of particles (as in statistical physics). 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 Malliavin matrices of Poisson functionals. The method gives rise to a new explicit calculus that they illustrate on various examples: it consists in adding a particle and then removing it after computing the gradient. Using this method, one can establish absolute continuity of Poisson functionals such as Levy areas, solutions of SDEs driven by Poisson measure and, by iteration, obtain regularity of laws. The authors also give applications to error calculus theory. This book will be of interest to researchers and graduate students in the fields of stochastic analysis and finance, and in the domain of statistical physics. Professors preparing courses on these topics will also find it useful. The prerequisite is a knowledge of probability theory. 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 Malliavin matrices of Poisson functionals. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Seller: California Books, Miami, FL, U.S.A.
Condition: New.
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
£ 129.91
Convert currencyQuantity: Over 20 available
Add to basketCondition: As New. Unread book in perfect condition.
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. pp. 341.
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
£ 164.86
Convert currencyQuantity: 15 available
Add to basketCondition: New. 2019. Paperback. . . . . .
Seller: Revaluation Books, Exeter, United Kingdom
£ 161.93
Convert currencyQuantity: 2 available
Add to basketPaperback. Condition: Brand New. reprint edition. 344 pages. 9.25x6.10x0.79 inches. In Stock.
Seller: Revaluation Books, Exeter, United Kingdom
£ 163.63
Convert currencyQuantity: 2 available
Add to basketHardcover. Condition: Brand New. 344 pages. French language. 9.25x6.25x1.00 inches. In Stock.
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Condition: New. 2019. Paperback. . . . . . Books ship from the US and Ireland.
Published by Springer International Publishing AG, Cham, 2019
ISBN 10: 3319798456 ISBN 13: 9783319798455
Language: English
Seller: AussieBookSeller, Truganina, VIC, Australia
£ 206.98
Convert currencyQuantity: 1 available
Add to basketPaperback. Condition: new. Paperback. 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 finance) or the random distribution of particles (as in statistical physics). 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 Malliavin matrices of Poisson functionals. The method gives rise to a new explicit calculus that they illustrate on various examples: it consists in adding a particle and then removing it after computing the gradient. Using this method, one can establish absolute continuity of Poisson functionals such as Levy areas, solutions of SDEs driven by Poisson measure and, by iteration, obtain regularity of laws. The authors also give applications to error calculus theory. This book will be of interest to researchers and graduate students in the fields of stochastic analysis and finance, and in the domain of statistical physics. Professors preparing courses on these topics will also find it useful. The prerequisite is a knowledge of probability theory. 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 Malliavin matrices of Poisson functionals. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Published by Springer International Publishing AG, Cham, 2015
ISBN 10: 3319258184 ISBN 13: 9783319258188
Language: English
Seller: AussieBookSeller, Truganina, VIC, Australia
First Edition
£ 329.39
Convert currencyQuantity: 1 available
Add to basketHardcover. Condition: new. Hardcover. 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 finance) or the random distribution of particles (as in statistical physics). 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 Malliavin matrices of Poisson functionals. The method gives rise to a new explicit calculus that they illustrate on various examples: it consists in adding a particle and then removing it after computing the gradient. Using this method, one can establish absolute continuity of Poisson functionals such as Levy areas, solutions of SDEs driven by Poisson measure and, by iteration, obtain regularity of laws. The authors also give applications to error calculus theory. This book will be of interest to researchers and graduate students in the fields of stochastic analysis and finance, and in the domain of statistical physics. Professors preparing courses on these topics will also find it useful. The prerequisite is a knowledge of probability theory. 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 Malliavin matrices of Poisson functionals. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Seller: Majestic Books, Hounslow, United Kingdom
£ 162.72
Convert currencyQuantity: 4 available
Add to basketCondition: New. Print on Demand pp. 341.
Seller: Biblios, Frankfurt am main, HESSE, Germany
£ 171.68
Convert currencyQuantity: 4 available
Add to basketCondition: New. PRINT ON DEMAND pp. 341.