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

    • ‏119٫99 US$
    • ‏119٫99 US$

وصف الناشر

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.

النوع
علم وطبيعة
تاريخ النشر
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٧ يوليو
اللغة
EN
الإنجليزية
عدد الصفحات
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الناشر
Springer International Publishing
البائع
Springer Nature B.V.
الحجم
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‫م.ب.‬
Stochastic Analysis and Applications Stochastic Analysis and Applications
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Modern Stochastics and Applications Modern Stochastics and Applications
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Convexity and Concentration Convexity and Concentration
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Fractal Geometry and Stochastics IV Fractal Geometry and Stochastics IV
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Stochastic Geometry, Spatial Statistics and Random Fields Stochastic Geometry, Spatial Statistics and Random Fields
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Stochastic and Infinite Dimensional Analysis Stochastic and Infinite Dimensional Analysis
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Parameter Estimation in Fractional Diffusion Models Parameter Estimation in Fractional Diffusion Models
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
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Selected Topics in Malliavin Calculus Selected Topics in Malliavin Calculus
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Stochastic Calculus via Regularizations Stochastic Calculus via Regularizations
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Continuous Time Processes for Finance Continuous Time Processes for Finance
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Wiener Chaos: Moments, Cumulants and Diagrams Wiener Chaos: Moments, Cumulants and Diagrams
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