A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II

DOI10.1007/s10440-008-9223-5zbMath1153.28010OpenAlexW2006490697MaRDI QIDQ934840

Nataliya V. Smorodina, Sergio A. 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

Radon-Nikodym derivativeabsolute continuitymultiple stochastic integralsPoisson random measures

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items

Measure preserving transformations of jump Lévy processes

Cites Work

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