Girsanov identities for Poisson measures under quasi-nilpotent transformations
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Publication:428138
DOI10.1214/10-AOP640zbMath1248.60056arXiv1205.5158MaRDI QIDQ428138
Publication date: 19 June 2012
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.5158
invarianceStirling numbersquasi-invarianceSkorohod integralGirsanov identitiesmoment identitiesPoisson measuresrandom transformations
Bell and Stirling numbers (11B73) Measure-preserving transformations (28D05) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Continuity and singularity of induced measures (60G30)
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Combinatorics of Poisson Stochastic Integrals with Random Integrands, Laplace transform identities for the volume of stopping sets based on Poisson point processes, Mixing of Poisson random measures under interacting transformations
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