A distributional approach to multiple stochastic integrals and transformations of the Poisson measure

DOI10.1007/S10440-006-9062-1zbMATH Open1107.28010OpenAlexW4252245453MaRDI QIDQ851998FDOQ851998

S. Albeverio, N. V. Smorodina

Publication date: 27 November 2006

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: http://doc.rero.ch/record/311248/files/10440_2006_Article_9062.pdf

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zbMATH Keywords

absolute continuityPoisson random measuresRadon-Nikodym derivative

Mathematics Subject Classification ID

Random measures (60G57) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

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• Analysis and geometry on configuration spaces
• Absolute continuity of Poisson random fields
• Analysis and geometry on configuration spaces: the Gibbsian case
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• REPRESENTATIONS OF THE GROUP OF DIFFEOMORPHISMS
• Analysis on Poisson and Gamma Spaces
• Absolute continuity in infinite dimensions and anticipating stochastic calculus
• Girsanov theorem for anticipative shifts on Poisson space
• An Asymptotic Expansion of the Distribution of a Homogeneous Functional of a Strictly Stable Vector
• Title not available (Why is that?)
• QUASI-INVARIANCE FORMULAS FOR COMPONENTS OF QUANTUM LÉVY PROCESSES
• Title not available (Why is that?)
• Random integrals of Banach space valued functions

Cited In (14)

• Quasi-invariance of Poisson distributions with respect to transformations of configurations
• The multiple stochastic integrals and ``non-Poissonian transformations of the gamma measure
• Title not available (Why is that?)
• Title not available (Why is that?)
• Girsanov identities for Poisson measures under quasi-nilpotent transformations
• Title not available (Why is that?)
• Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations
• The Lévy-Khinchin representation of the one class of signed stable measures and some its applications
• On the tail behaviour of the distribution function of multiple stochastic integrals
• The Lévy-Khinchin representation of a class of stable signed measures
• Title not available (Why is that?)
• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II
• Theorems on convergence of stochastic integrals distributions to signed measures and local limit theorems for large deviations
• Invariance of Poisson measures under random transformations

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