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

DOI10.1007/s10440-006-9062-1zbMath1107.28010MaRDI QIDQ851998

Nataliya V. Smorodina, Sergio A. 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

Radon-Nikodym derivative; absolute continuity; Poisson random measures

Mathematics Subject Classification ID

60H05: Stochastic integrals

60G57: Random measures

28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)