Lévy Systems and Moment Formulas for Mixed Poisson Integrals

DOI10.1007/978-3-319-59671-6_7zbMath1409.60074arXiv1411.7952OpenAlexW2432086132MaRDI QIDQ3119738

Jan Rosiński, Łukasz Wojciechowski, Krzysztof Bogdan, Grzegorz Serafin

Publication date: 12 March 2019

Published in: Stochastic Analysis and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.7952

zbMATH Keywords

Lévy systemPoisson-Skorochod integral

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random measures (60G57)

Related Items (6)

Nonlinear nonlocal Douglas identity ⋮ Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs ⋮ Semilinear Dirichlet problem for the fractional Laplacian ⋮ Extension and trace for nonlocal operators ⋮ Moments of k-hop counts in the random-connection model ⋮ Invariance of Poisson point processes by moment identities with statistical applications

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