Moments of stochastic processes governed by Poisson random measures

Bruno Bassan; Elisabetta Bona

Commentationes Mathematicae Universitatis Carolinae (1990)

  • Volume: 031, Issue: 2, page 337-343
  • ISSN: 0010-2628

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Bassan, Bruno, and Bona, Elisabetta. "Moments of stochastic processes governed by Poisson random measures." Commentationes Mathematicae Universitatis Carolinae 031.2 (1990): 337-343. <http://eudml.org/doc/17851>.

@article{Bassan1990,
author = {Bassan, Bruno, Bona, Elisabetta},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {Poisson random measure; moments},
language = {eng},
number = {2},
pages = {337-343},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Moments of stochastic processes governed by Poisson random measures},
url = {http://eudml.org/doc/17851},
volume = {031},
year = {1990},
}

TY - JOUR
AU - Bassan, Bruno
AU - Bona, Elisabetta
TI - Moments of stochastic processes governed by Poisson random measures
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1990
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 031
IS - 2
SP - 337
EP - 343
LA - eng
KW - Poisson random measure; moments
UR - http://eudml.org/doc/17851
ER -

References

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  1. Bassan B., Bona E., Special distribution results concerning shot noise fields in IRn, Publications de l'Institut de Statistique de l'Universite de Paris, 1988. (1988) Zbl0653.60042MR0974379
  2. Çinlar E., Jacod J., Representation of semimartingale Markov processes in terms of Wiener processes and Poisson random measures, in: Seminar on Stochastic Processes 159-242, Birkhäuser, Boston 1981. (1981) Zbl0531.60068MR0647786
  3. Daley D. J., The definition of a multidimensional generalization of shot noise, Journal of Applied Probability 8, 1971, 128-135. (1971) Zbl0214.16104MR0278408
  4. ltô K., On stochastic differential equations, Mem. Amer. Math. Soc. 4, 1951, 1-51. (1951) MR0040618
  5. Ikeda N., Watanabe S., Stochastic Differential Equations and Diffusion Processes, North-Holland, Amsterdam, 1981. (1981) Zbl0495.60005MR1011252
  6. Orsingher E., Battaglia F., Probability distributions and level crossings of shot noise models, Stochastics 8, 1982, 45-61. (1982) Zbl0497.60046MR0687045
  7. Schmidt V., Poisson bounds for moments of shot noise processes, Statistics 16, 1985, 253-262. (1985) Zbl0575.60051MR0789069

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