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

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

S. Albeverio, N. V. Smorodina

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

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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• Analysis and geometry on configuration spaces
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• Analysis and geometry on configuration spaces: the Gibbsian case
• 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
• 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
• QUASI-INVARIANCE FORMULAS FOR COMPONENTS OF QUANTUM LÉVY PROCESSES
• The invariant and quasi-invariant transformations of the stable Lévy processes

Cited In (2)

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• Measure preserving transformations of jump Lévy processes

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