Stochastic analysis for Poisson point processes. Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry

DOI10.1007/978-3-319-05233-5zbMath1350.60005OpenAlexW2481468714MaRDI QIDQ265779

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Publication date: 12 April 2016

Published in: Bocconi \& Springer Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-05233-5

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of articles of miscellaneous specific interest (00B15) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic analysis (60Hxx)

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