Dirichlet Forms Methods For Poisson Point Measures And Lvy Processes With Emphasis On The Creationannihilation Techniques 76 Probability Theory And Stochastic Modelling

Dirichlet Forms Methods For Poisson Point Measures And Lvy Processes With Emphasis On The Creationannihilation Techniques 76 Probability Theory And Stochastic Modelling
Introduction.- Notations and Basic Analytical Properties.- 1.Reminders on Poisson Random Measures, Lévy Processes and Dirichlet Forms.- 2.Dirichlet Forms and (EID).- 3.Construction of the Dirichlet Structure on the Upper Space.- 4.The Lent Particle Formula and Related Formulae.- 5.Sobolev Spaces and Distributions on Poisson Space.- 6.- Space-Time Setting and Processes.- 7.Applications to Stochastic Differential Equations driven by a Random Measure.- 8.Affine Processes, Rates Models.- 9.Non Poissonian Cases.- A.Error Structures.- B.The Co-Area Formula.- References.
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Encadernação: Capa Dura / Hardback
Tema: Probability & statistics