Some infinite dimensional topics in probability and statistics
This thesis comprises two independent parts. In the first part, we develop a pathwise calculus for functionals of integer-valued measures and extend the framework of Functional Itô Calculus to functionals of integer-valued random measures by constructing a ’stochastic derivative’ operator with respe...
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Imperial College London
2016
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.702819 |