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wwwd

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[求助] 什么是补偿的泊松测度( compensated Poisson mearsures) 已有1人参与

在读Levy 随机测度时,涉及到compensated Poisson mearsures (补偿的泊松测度),我想问这种测度是意思?为什么要构造这样的测度?
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treemantan

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【答案】应助回帖

Please refer to the book at Chapter 1.3 called Brownian motion and Stochastic Calculus written by Shreve or some other introduction lecture notes. This measure is a tool necessary for the treatment of passage and local times of Brownian motion.  If you do not understand the Brownian well(like intuitive construction from C([0,1])), stopping reading Levy would be better perhaps.
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2楼2015-06-19 16:01:03
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