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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Stochastic Analysis for Poisson Point Processes
• Podnázev: Malliavin Calculus, Wiener-Itô Chaos Expansions and Stochastic Geometry
• Autor: Giovanni Peccati, Matthias Reitzner
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 346
• EAN: 9783319052328
• ISBN: 3319052322
• ID: 02465580
• Nakladatelství: Springer International Publishing AG
• Hmotnost: 6682 g
• Rozměry: 235 × 155 × 26 mm
• Datum vydání: 08. July 2016

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