Invariance of Poisson measures under random transformations

DOI10.1214/11-AIHP422zbMath1278.60084arXiv1004.2588MaRDI QIDQ1930650

Nicolas Privault

Publication date: 11 January 2013

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

Full work available at URL: https://arxiv.org/abs/1004.2588

zbMATH Keywords

invariance; Poisson measure; Skorohod integral; random transformation; moment identities

Mathematics Subject Classification ID

28D05: Measure-preserving transformations

37A05: Dynamical aspects of 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.)

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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