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Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes: With Emphasis on the Creation-Annihilation Techniques - Softcover
Synopsis
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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