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

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)

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Cited in

(13)

• scientific article; zbMATH DE number 1762659 (Why is no real title available?)
• Mixing of Poisson random measures under interacting transformations
• A distributional approach to multiple stochastic integrals and transformations of the Poisson measure
• Discontinuity of Fourier transforms of Poissonian type countably additive measures
• On Poisson nonlinear transformations
• scientific article; zbMATH DE number 3874347 (Why is no real title available?)
• Transformations of Poisson streams and their application to communication systems
• Invariance of Poisson measures under random transformations
• Moment identities for Poisson-Skorohod integrals and application to measure invariance
• scientific article; zbMATH DE number 1516512 (Why is no real title available?)
• Poisson Measures Quasi-Invariant with Respect to Multiplicative Transformations
• The multiple stochastic integrals and ``non-Poissonian transformations of the gamma measure
• Measure preserving transformations of jump Lévy processes

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