Stochastic Analysis for Poisson Point Processes Stochastic Analysis for Poisson Point Processes
Bocconi & Springer Series

Stochastic Analysis for Poisson Point Processes

Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry

    • 109,99 €
    • 109,99 €

Descripción editorial

Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects.

This unique book presents an organic collection of authoritative surveys written by the principalactors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets.

GÉNERO
Ciencia y naturaleza
PUBLICADO
2016
7 de julio
IDIOMA
EN
Inglés
EXTENSIÓN
361
Páginas
EDITORIAL
Springer International Publishing
TAMAÑO
7,2
MB

Más libros de Giovanni Peccati & Matthias Reitzner

Otros libros de esta serie

Parameter Estimation in Fractional Diffusion Models Parameter Estimation in Fractional Diffusion Models
2018
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
2020
Selected Topics in Malliavin Calculus Selected Topics in Malliavin Calculus
2022
Stochastic Calculus via Regularizations Stochastic Calculus via Regularizations
2022
Continuous Time Processes for Finance Continuous Time Processes for Finance
2022
Wiener Chaos: Moments, Cumulants and Diagrams Wiener Chaos: Moments, Cumulants and Diagrams
2011