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

DOI10.1007/S10440-006-9062-1MaRDI QIDQ851998zbMATH OpenOpenAlexFDO

Authors N. V. Smorodina, S. Albeverio

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

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)

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Cites work

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• scientific article; zbMATH DE number 1121869 (Why is no real title available?)
• scientific article; zbMATH DE number 850219 (Why is no real title available?)
• Absolute continuity in infinite dimensions and anticipating stochastic calculus
• Absolute continuity of Poisson random fields
• An Asymptotic Expansion of the Distribution of a Homogeneous Functional of a Strictly Stable Vector
• Analysis and geometry on configuration spaces
• Analysis and geometry on configuration spaces: the Gibbsian case
• Analysis on Poisson and Gamma Spaces
• Girsanov theorem for anticipative shifts on Poisson space
• QUASI-INVARIANCE FORMULAS FOR COMPONENTS OF QUANTUM LÉVY PROCESSES
• REPRESENTATIONS OF THE GROUP OF DIFFEOMORPHISMS
• Random integrals of Banach space valued functions

Cited in

(16)

• Quasi-invariance of Poisson distributions with respect to transformations of configurations
• The multiple stochastic integrals and ``non-Poissonian transformations of the gamma measure
• scientific article; zbMATH DE number 3874347 (Why is no real title available?)
• scientific article; zbMATH DE number 5777955 (Why is no real title available?)
• Girsanov identities for Poisson measures under quasi-nilpotent transformations
• Mixing of Poisson random measures under interacting transformations
• scientific article; zbMATH DE number 1762659 (Why is no real title available?)
• The Lévy-Khinchin representation of the one class of signed stable measures and some its applications
• Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations
• On the tail behaviour of the distribution function of multiple stochastic integrals
• On Poisson nonlinear transformations
• The Lévy-Khinchin representation of a class of stable signed measures
• scientific article; zbMATH DE number 1408840 (Why is no real title available?)
• 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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