Poisson random measures and Poisson integrals

8 Novembro 2023, 10:00 • João Guerra

Poisson random measures and Poisson integrals: examples and exercises. 

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Poisson random measures and Poisson integrals

7 Novembro 2023, 09:30 • João Guerra

Poisson random measure and compensated Poisson random measure: definition and interpretation. 

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Exercises

25 Outubro 2023, 10:00 • João Guerra

Exercises about characteristic functions, infinitely divisible distributions, Lévy measures, stable distributions and subordinators. 

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Subordinators

24 Outubro 2023, 09:30 • João Guerra

Subordinators: definition, main properties and examples. 

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Lévy processes

17 Outubro 2023, 09:30 • João Guerra

Lévy processes: Properties and examples of Lévy processes. 

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