Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure

DOI10.1007/s10959-010-0325-4zbMath1233.60028arXiv0803.2389OpenAlexW2084453417MaRDI QIDQ633146

Alexei M. Kulik

Publication date: 31 March 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.2389

zbMATH Keywords

absolute continuityPoisson point measureconvergence in variationadmissible time-stretching transformationsdifferential gridstratification method

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57)

Related Items (5)

Stochastic control based on time-change transformations for stochastic processes with Lévy noise ⋮ Control of linear dynamical systems by time transformations ⋮ Quantitative estimates for sampling type operators with respect to the Jordan variation ⋮ Smoothness of the law of manifold-valued Markov processes with jumps ⋮ Local Malliavin calculus for Lévy processes and applications

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