Some Uses of Point Processes in Multiple Stochastic Integration

DOI10.1002/MANA.19911510102MaRDI QIDQ3361657zbMATH OpenOpenAlexFDO

Authors Olav Kallenberg

Publication date 1991

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.19911510102

zbMATH Keywords

asymmetric Lévy processescompound Poisson processmultiple Poisson integralsmultiple stochastic integralspoint processessymmetric integrals

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integrals (60H05)

Recommendations

• Multiple integration with respect to Poisson and Lévy processes
• scientific article; zbMATH DE number 4052708
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• Limit theorems for point processes and their functionals
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Cited in

(6)

• Series expansions of multiple Lévy integrals
• On coupling of stochastic processes with embedded point processes
• Multiple integration with respect to Poisson and Lévy processes
• On the multiple stable integral
• scientific article; zbMATH DE number 4052708 (Why is no real title available?)
• Independence of some multiple Poisson stochastic integrals with variable-sign kernels

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