Dirichlet forms methods for Poisson point measures and Lévy processes [electronic resource] : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis.
Bouleau, Nicolas, author.; Denis, Laurent, author.
2015
QA274.2
Available Online

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Title Dirichlet forms methods for Poisson point measures and Lévy processes [electronic resource] : with emphasis on the creation-annihilation techniques / Nicolas Bouleau, Laurent Denis.
Author Bouleau, Nicolas, author.
ISBN 9783319258201 electronic book
3319258206 electronic book
9783319258188
DOI https://doi.org/10.1007/978-3-319-25820-1
Published Cham : Springer, 2015.
Language English
Description 1 online resource (xviii, 323 pages) : illustrations.
Item Number 10.1007/978-3-319-25820-1 doi
Call Number QA274.2
Dewey Decimal Classification 519.2/33
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Source of Description Online resource; title from PDF title page (SpringerLink, viewed January 15, 2016).
Added Author Denis, Laurent, author.
Series Probability theory and stochastic modelling ; v. 76.
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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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