Dirichlet Forms Methods for Poisson Point Measures and Levy Processes

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.

In aceasta carte se dezvolta si se aplica o abordare simplificata a calculului Malliavin adaptata masurilor aleatorii Poisson. Denumita metoda imprumutata a particulelor se bazeaza pe perturbarea pozitiei particulelor.