Stochastic Analysis for Poisson Point Processes

Stochastic Analysis for Poisson Point Processes

Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry

Peccati, Giovanni; Reitzner, Matthias

Springer International Publishing AG

05/2018

346

Mole

Inglês

9783319791470

15 a 20 dias

5504

Descrição não disponível.
1 Stochastic analysis for Poisson processes.- 2 Combinatorics of Poisson stochastic integrals with random integrands.- 3 Variational analysis of Poisson processes.- 4 Malliavin calculus for stochastic processes and random measures with independent increments.- 5 Introduction to stochastic geometry.- 6 The Malliavin-Stein method on the Poisson space.- 7 U-statistics in stochastic geometry.- 8 Poisson point process convergence and extreme values in stochastic geometry.- 9 U-statistics on the spherical Poisson space.- 10 Determinantal point processes.
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Stochastic geometry;Stochastic analysis;Point processes;Limit theorems;Malliavin calculus;combinatorics