Stochastic analysis for Poisson point processes : Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry / Giovanni Peccati, Matthias Reitzner editors

• Pubblicazione: [Cham], : Springer, 2016
• Titolo uniforme: Stochastic analysis for Poisson point processes
• Descrizione fisica: XV, 346 p. : ill. ; 24 cm
• Soggetto topico: 00B15 - Collections of articles of miscellaneous specific interest [MSC 2020]; 60-XX - Probability theory and stochastic processes [MSC 2020]; 60Dxx - Geometric probability and stochastic geometry [MSC 2020]; 60G55 - Point processes (e.g., Poisson, Cox, Hawkes processes) [MSC 2020]; 60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020]; 60Hxx - Stochastic analysis [MSC 2020]
• Soggetto non controllato: Combinatorics; Limit Theorems; Malliavin Calculus; Point processes; Stochastic Analysis; Stochastic Geometry
• Persona (resp. second.): Peccati, Giovanni; Reitzner, Matthias
• Titolo autorizzato: Stochastic analysis for Poisson point processes
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00115386
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-3-319-05233-5
• Serie: Bocconi & Springer series : mathematics, statistics, finance and economics Berlin [etc.] . -Bocconi university . -Springer ; 7