Title	Some perturbation identities for infinitely divisible processes
Creator	Rosinski, Jan
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-11-08T09:00
Description	We propose isomorphism type identities for nonlinear functionals of infinitely divisible (ID) processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian ID processes but with random translations, or perturbation identities. Their applicability relies on some knowledge of Lévy measures of stochastic processes and their representations. We will illustrate this approach on examples, including stable processes.
Extent	36 minutes
Subject	Mathematics; Probability theory and stochastic processes; Functional analysis; Probability / statistical mechanics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Tennessee
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2017-06-17
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0348327
URI	http://hdl.handle.net/2429/62010
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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