| ISBN |
9783319258201 |
| 기타 표준번호 |
10.1007/978-3-319-25820-1 |
| 청구기호 |
QA273.A1-274.9 |
| 형태사항 |
XVIII, 323 p. 3 illus. in color. online resource.
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| 언어 |
English |
| 내용 |
Introduction -- Notations and Basic Analytical Properties -- 1.Reminders on Poisson Random Measures, L챕vy 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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| 주제 |
Mathematics.
Probabilities.
Mathematics.
Probability Theory and Stochastic Processes.
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| 보유판 및 특별호 저록 |
Springer eBooks
Printed edition: 9783319258188
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| QR CODE |
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