Anticipative direct transformations on the Poisson space

DOI10.1016/S0246-0203(02)00007-9zbMATH Open1021.60044OpenAlexW1997311811MaRDI QIDQ1399705FDOQ1399705

Authors: Florent Nicaise 

Publication date: 30 July 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2003__39_4_557_0

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zbMATH Keywords

Malliavin calculus[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+processes&go=Go L��vy processes]point processesabsolute continuityrandom measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cited In (2)

• Anticipative Markovian transformations on the Poisson space.
• Transformations of Poisson streams and their application to communication systems

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