Girsanov theorem for anticipative shifts on Poisson space
DOI10.1007/BF01303803zbMATH Open0838.60038MaRDI QIDQ1908539FDOQ1908539
Publication date: 27 May 1996
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Radon-Nikodym densityabsolute continuity of the image measure of the canonical Poisson probability measure under nonlinear shifts
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Continuity and singularity of induced measures (60G30)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Gaussian measures in Banach spaces
- Dirichlet forms and analysis on Wiener space
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- Equations différentielles ordinaires: Non explosion et mesures quasi- invariantes
- Chaotic and variational calculus in discrete and continuous time for the poisson process
- Transformation of Wiener measure under anticipative flows
- On nonlinear transformations of Gaussian measures
- Integration and Nonlinear Transformations In Hilbert Space
- Transformation of the Wiener measure under non-invertible shifts
- Linear Skorohod stochastic differential equations
- Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space)
- The Transformation of Wiener Integrals by Nonlinear Transformations
Cited In (7)
- Quasi-invariance of Poisson distributions with respect to transformations of configurations
- Girsanov identities for Poisson measures under quasi-nilpotent transformations
- A distributional approach to multiple stochastic integrals and transformations of the Poisson measure
- Anticipative Markovian transformations on the Poisson space.
- On anticipative Girsanov transformations for Lévy processes
- A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II
- Invariance of Poisson measures under random transformations
This page was built for publication: Girsanov theorem for anticipative shifts on Poisson space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1908539)
