Coverart for item
The Resource Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques, Nicolas Bouleau, Laurent Denis, (electronic book)

Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques, Nicolas Bouleau, Laurent Denis, (electronic book)

Label
Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques
Title
Dirichlet forms methods for Poisson point measures and Lévy processes
Title remainder
with emphasis on the creation-annihilation techniques
Statement of responsibility
Nicolas Bouleau, Laurent Denis
Creator
Contributor
Author
Subject
Language
eng
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Bouleau, Nicolas
Dewey number
519.2/33
Illustrations
illustrations
Index
no index present
LC call number
QA274.2
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Denis, Laurent
Series statement
Probability theory and stochastic modelling,
Series volume
volume 76
http://library.link/vocab/subjectName
  • Dirichlet forms
  • Poisson processes
Label
Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques, Nicolas Bouleau, Laurent Denis, (electronic book)
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
SPR934786060
Dimensions
unknown
Extent
1 online resource (xviii, 323 pages)
File format
unknown
Form of item
online
Isbn
9783319258201
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-25820-1
Other physical details
illustrations (some color).
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote
Label
Dirichlet forms methods for Poisson point measures and Lévy processes : with emphasis on the creation-annihilation techniques, Nicolas Bouleau, Laurent Denis, (electronic book)
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
SPR934786060
Dimensions
unknown
Extent
1 online resource (xviii, 323 pages)
File format
unknown
Form of item
online
Isbn
9783319258201
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-25820-1
Other physical details
illustrations (some color).
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote

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