Invariance of Poisson measures under random transformations

DOI10.1214/11-AIHP422zbMath1278.60084arXiv1004.2588MaRDI QIDQ1930650

Nicolas Privault

Publication date: 11 January 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.2588

zbMATH Keywords

invariancePoisson measureSkorohod integralrandom transformationmoment identities

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Dynamical aspects of measure-preserving transformations (37A05) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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