Mixing of Poisson random measures under interacting transformations

DOI10.1080/17442508.2015.1066377zbMath1344.37006arXiv1301.0672OpenAlexW1566419311MaRDI QIDQ2804548

Nicolas Privault

Publication date: 4 May 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.0672

zbMATH Keywords

Malliavin calculusergodicitymixingPoisson random measuresinteracting transformations

Mathematics Subject Classification ID

Dynamical aspects of measure-preserving transformations (37A05) Ergodicity, mixing, rates of mixing (37A25) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57)

Related Items

Combinatorics of Poisson Stochastic Integrals with Random Integrands, Mixing of linear operators under infinitely divisible measures on Banach spaces

Cites Work

• Factorial moments of point processes
• Girsanov identities for Poisson measures under quasi-nilpotent transformations
• Poisson process over \(\sigma\)-finite Markov chains
• Moment identities for Poisson-Skorohod integrals and application to measure invariance
• Generalized Poisson functionals
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• Ergodic properties of Poissonian ID processes
• Ergodicité des rotations sur l'espace de Wiener
• [https://portal.mardi4nfdi.de/wiki/Publication:5549427 Station�re zuf�llige Ma�e auf lokalkompakten Abelschen Gruppen]
• Moment formulae for general point processes