Hide metadata

dc.date.accessioned2013-03-12T08:19:46Z
dc.date.available2013-03-12T08:19:46Z
dc.date.issued2002en_US
dc.date.submitted2010-02-15en_US
dc.identifier.urihttp://hdl.handle.net/10852/10682
dc.description.abstractWe develop a white noise calculus for pure jump Lévy processes on Poisson space. This theory covers the treatment of Lévy processes of unbounded variation. The starting point of the theory is a novel construction of a distribution space. This space inherits many of the nice properties of the classical Schwartz space, but differs severely in its behaviour at zero. We apply Minlos' theorem to this space and get a white noise measure on this space which satisfies the first condition of analyticity and which is non-degenerate. Furthermore we obtain generalized Charlier polynomials for all pure jump Lévy processes. We introduce Kondratiev test function and distribution spaces, the S-transform and Wick product. We proceed to establish a differential calculus by using a transfer principle on Poisson spaces.eng
dc.language.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076en_US
dc.relation.urihttp://urn.nb.no/URN:NBN:no-8076
dc.titleINFINITE DIMENSIONAL ANALYSIS OF PURE JUMP LÉVY PROCESSES ON THE POISSON SPACEen_US
dc.typeResearch reporten_US
dc.date.updated2010-02-15en_US
dc.creator.authorLøkka, Arneen_US
dc.creator.authorProske, Franken_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-24242en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo99306en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10682/1/pm14-02.pdf


Files in this item

Appears in the following Collection

Hide metadata