Girsanov Transformation for Poisson Processes in Semi-Group Theory

DOI10.1063/1.2790145zbMath1152.60329OpenAlexW1529851465MaRDI QIDQ5504394

Rémi Léandre

Publication date: 22 January 2009

Published in: AIP Conference Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.2790145

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

A criterium for the strict positivity of the density of the law of a Poisson process ⋮ On anticipative Girsanov transformations for Lévy processes ⋮ Malliavin calculus of Bismut type for fractional powers of Laplacians in semi-group theory

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