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Wednesday, December 21, 2022 - 16:15 in V3-201 + Zoom


A Biorthogonal Approach to Infinite Dimensional Fractional Poisson Measure

A talk in the Bielefeld Stochastic Afternoon series by
José Luís da Silva

Abstract:  In this talk we discuss a biorthogonal approach to the analysis of the infinite-dimensional fractional Poisson measure. This family of measures is given as a mixture of standard Poisson measures with changing intensity. The biorthogonal system associated to this family is may be expressed in terms of the Stirling operators of the first and second kind as well as the falling factorials in infinite dimensions.

Within the CRC this talk is associated to the project(s): A5, B1



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