Dirichlet forms methods for Poisson ...
Bouleau, Nicolas.

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  • Dirichlet forms methods for Poisson point measures and Levy processes = with emphasis on the creation-annihilation techniques /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Dirichlet forms methods for Poisson point measures and Levy processes/ by Nicolas Bouleau, Laurent Denis.
    其他題名: with emphasis on the creation-annihilation techniques /
    作者: Bouleau, Nicolas.
    其他作者: Denis, Laurent.
    出版者: Cham :Springer International Publishing : : 2015.,
    面頁冊數: xviii, 323 p. :ill., digital ;24 cm.
    內容註: Introduction -- Notations and Basic Analytical Properties -- 1.Reminders on Poisson Random Measures, Levy 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.
    Contained By: Springer eBooks
    標題: Dirichlet forms. -
    電子資源: http://dx.doi.org/10.1007/978-3-319-25820-1
    ISBN: 9783319258201$q(electronic bk.)
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W9275634 電子資源 11.線上閱覽_V 電子書 EB QA274.2 .B763 2015 一般使用(Normal) 在架 0
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