Girsanov identities for Poisson measures under quasi-nilpotent transformations
From MaRDI portal
Publication:428138
DOI10.1214/10-AOP640zbMath1248.60056arXiv1205.5158MaRDI QIDQ428138
Publication date: 19 June 2012
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.5158
invariance; Stirling numbers; quasi-invariance; Skorohod integral; Girsanov identities; moment identities; Poisson measures; random transformations
11B73: Bell and Stirling numbers
28D05: Measure-preserving transformations
60H07: Stochastic calculus of variations and the Malliavin calculus
60G57: Random measures
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
60G30: Continuity and singularity of induced measures
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Combinatorics of Poisson Stochastic Integrals with Random Integrands, Laplace transform identities for the volume of stopping sets based on Poisson point processes, Mixing of Poisson random measures under interacting transformations
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