Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques /: with emphasis on the creation-annihilation techniques. (2015)

• Record Type: Book
• Further Information: Note: Nicolas Bouleau, Laurent Denis.
• Authors: Bouleau, Nicolas; Denis, Laurent
• Contents: 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.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource (xviii, 323 pages), illustrations (some color)
• Subjects: 519.2/33; Mathematics; Dirichlet forms; Poisson processes; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Dirichlet forms; Poisson processes; Distribution (Probability theory); Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319258201; 3319258206
• Related ISBNs: 9783319258188; 3319258184
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed January 15, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.