Stochastic Analysis For Poisson Point Processes: Malliavin Calculus, Wiener-it Chaos Expansions And Stochastic Geometry
by Giovanni Peccati /
2016 / English / EPUB
4.9 MB Download
This book project concerns the connection between two branches of modern (theoretical and applied) probability - namely stochastic geometry and the Malliavin calculus of variations. Due to the strong connections of stochastic geometry to stereology and spatial statistics, results in this area possess a large number of important applications, e.g. to the mathematical modelling and statistical analysis of telecommunication networks. On the other hand, the Malliavin calculus is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators, acting on smooth functionals of general point processes and Gaussian fields applications range from mathematical physics to mathematical finance, concentration inequalities and stochastic differential equations. The aim of this book is to convey in a single volume a rigorous yet lively presentation of the many facets of this rapidly evolving area.
