Ito's Formula for Banach-space-valued Jump Processes Driven by Poisson Random Measures

机译：ITO由泊松随机措施驱动的Banach-Space值跳跃过程的公式

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摘要

We prove Ito's formula for a general class of functions H : R+ ×F→ G of class C~(1,2), where F,G are separable Banach spaces, and jump processes driven by a compensated Poisson random measure.

机译：我们证明ITO的一般功能的公式h：r +×f→g类C〜（1,2），其中f，g是可分离的banach空间，并通过补偿泊松随机测量驱动的跳跃过程。

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《Seminar on Stochastic Analysis, Random Fields, and Applications》|2013年||共16页
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Vidyadhar Mandrekar; Barbara Rüdiger; Stefan Tappe;
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中图分类 O211.6-532;
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Ito's formula; Poisson random measure; stochastic integral; Banach space of M-type 2;

机译：ITO的公式;泊松随机测量;随机积分;M型2的Banach空间;

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1. Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure [J] . Wei M Applied mathematics and computation . 2009,第2期

机译：泊松随机跳跃测度驱动的时滞微分方程数值解的收敛性
2. FINITE ELEMENT APPROXIMATION OF STOCHASTIC PARTIALDIFFERENTIAL EQUATIONS DRIVEN BY POISSON RANDOM MEASURES OF JUMP TYPE [J] . ERIKA HAUSENBLAS SIAM Journal on Numerical Analysis . 2009,第1期

机译：跳型Poisson随机方法驱动的随机偏微分方程的有限元逼近。
3. Finite element approximation of stochastic partial differential equations driven by Poisson random measures of jump type [J] . Hausenblas E SIAM Journal on Numerical Analysis . 2008,第1期

机译：跳跃型泊松随机测度驱动的随机偏微分方程的有限元逼近
4. Ito's Formula for Banach-space-valued Jump Processes Driven by Poisson Random Measures [C] . Vidyadhar Mandrekar, Barbara Rüdiger, Stefan Tappe Seminar on Stochastic Analysis, Random Fields, and Applications . 2013

机译：ITO由泊松随机措施驱动的Banach-Space值跳跃过程的公式
5. Nuclear space-valued stochastic differential equations driven by Poisson random measures. [D] . Xiong, Jie. 1992

机译：泊松随机测度驱动的核空间值随机微分方程。
6. Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons [O] . Alexandre Melanson, André Longtin 2019

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7. ITÔ’S FORMULA FOR BANACH SPACE VALUED JUMP PROCESSES DRIVEN BY POISSON RANDOM MEASURES [O] . Vidyadhar Mandrekar, Barbara Rüdiger, Stefan Tappe 2014

机译：由pOIssON随机措施驱动的BaNaCH空间值跳跃过程的公式
8. Asymptotic Behavior of a System of Interacting Nuclear Space-Valued StochasticDifferential Equations Driven by Poisson Random Measures [R] . Kallianpur, G., Xiong, J. 1994

机译：poisson随机测度驱动的核空间值随机微分方程组的渐近性

Ito's Formula for Banach-space-valued Jump Processes Driven by Poisson Random Measures

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