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

DOI10.1007/s10440-008-9223-5zbMath1153.28010MaRDI QIDQ934840

Nataliya V. Smorodina, Sergio A. 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

zbMATH Keywords

Radon-Nikodym derivative; absolute continuity; multiple stochastic integrals; 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.)