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

DOI10.1007/S10440-008-9223-5zbMATH Open1153.28010OpenAlexW2006490697MaRDI QIDQ934840FDOQ934840

Authors: N. V. Smorodina, S. Albeverio 

Publication date: 30 July 2008

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

Full work available at URL: https://doi.org/10.1007/s10440-008-9223-5

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zbMATH Keywords

multiple stochastic integralsabsolute 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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• Girsanov theorem for anticipative shifts on Poisson space
• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure
• An Asymptotic Expansion of the Distribution of a Homogeneous Functional of a Strictly Stable Vector
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• QUASI-INVARIANCE FORMULAS FOR COMPONENTS OF QUANTUM LÉVY PROCESSES
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• The multiple stochastic integrals and ``non-Poissonian transformations of the gamma measure
• The invariant and quasi-invariant transformations of the stable Lévy processes

Cited In (13)

• The multiple stochastic integrals and ``non-Poissonian transformations of the gamma measure
• Title not available (Why is that?)
• Moment identities for Poisson-Skorohod integrals and application to measure invariance
• Title not available (Why is that?)
• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure
• Mixing of Poisson random measures under interacting transformations
• Title not available (Why is that?)
• Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations
• On Poisson nonlinear transformations
• Discontinuity of Fourier transforms of Poissonian type countably additive measures
• Transformations of Poisson streams and their application to communication systems
• Invariance of Poisson measures under random transformations
• Measure preserving transformations of jump Lévy processes

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