Anticipative Markovian transformations on the Poisson space.
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Publication:1766004
DOI10.1016/S0304-4149(01)00103-XzbMath1059.60071MaRDI QIDQ1766004
Publication date: 25 February 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60H07: Stochastic calculus of variations and the Malliavin calculus
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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Cites Work
- Anticipative Girsanov transformations
- Transformation of Wiener measure under anticipative flows
- Anticipative diffusion and related change of measures
- Girsanov theorem for anticipative shifts on Poisson space
- Duality formulas on the Poisson space
- Transformations and anticipative equations for Poisson processes
- Transformations of Wiener integrals under translations
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
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