Anticipative direct transformations on the Poisson space

Florent Nicaise

Annales de l'I.H.P. Probabilités et statistiques (2003)

  • Volume: 39, Issue: 4, page 557-592
  • ISSN: 0246-0203

How to cite

top

Nicaise, Florent. "Anticipative direct transformations on the Poisson space." Annales de l'I.H.P. Probabilités et statistiques 39.4 (2003): 557-592. <http://eudml.org/doc/77773>.

@article{Nicaise2003,
author = {Nicaise, Florent},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {absolute continuity; Lévy processes; Malliavin calculus; point processes; random measures},
language = {eng},
number = {4},
pages = {557-592},
publisher = {Elsevier},
title = {Anticipative direct transformations on the Poisson space},
url = {http://eudml.org/doc/77773},
volume = {39},
year = {2003},
}

TY - JOUR
AU - Nicaise, Florent
TI - Anticipative direct transformations on the Poisson space
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2003
PB - Elsevier
VL - 39
IS - 4
SP - 557
EP - 592
LA - eng
KW - absolute continuity; Lévy processes; Malliavin calculus; point processes; random measures
UR - http://eudml.org/doc/77773
ER -

References

top
  1. [1] R. Buckdahn, Anticipative Girsanov transformation, Probab. Theory Related Fields89 (1991) 211-238. Zbl0722.60059MR1110539
  2. [2] R. Buckdahn, O. Enchev, Nonlinear transformations on the abstract Wiener space, Tech. Report 240 (Neue Folge), Humboldt Univ., Berlin, 1989. 
  3. [3] R.H. Cameron, W.T. Martin, Transformation of Wiener integral under translation, Ann. Math.45 (1944) 386-396. Zbl0063.00696MR10346
  4. [4] O. Enchev, D.W. Stroock, Anticipative diffusions and related change of measure, J. Funct. Anal.116 (1996) 449-477. Zbl0804.60072MR1239078
  5. [5] I. Gyøngy, Mimicking complicated stochastic differential equations by simpler ones, Preprint. Zbl0665.60060MR956687
  6. [6] J. Jacod, A.N. Shiryaev, Limit Theorems for Stochastic Processes, Springer-Verlag, 1984. Zbl0635.60021MR959133
  7. [7] F. Nicaise, Anticipative Markovian transformations on the Poisson space, Stochastic Processes and their Applications, to appear. Zbl1059.60071MR1854028
  8. [8] D. Nualart, The Malliavin Calculus and Related Topics, Springer-Verlag, 1995. Zbl0837.60050MR1344217
  9. [9] D. Nualart, J. Vives, Anticipative calculus for the Poisson process based on the Fock space, in: Séminaire de Probabilité XXIV, Lect. Notes in Math. Vol. Zbl0701.60048
  10. [10] J. Picard, Formules de dualité sur l'espace de Poisson, Ann. Inst. Henri Poincaré32 (4) (1996) 509-548. Zbl0859.60045MR1411270
  11. [11] J. Picard, Transformations et équations anticipantes pour les processus de Poisson, Ann. Math. Blaise Pascal3 (1) (1996) 111-123. Zbl0856.60059MR1397328
  12. [12] A.S. Ustunel, M. Zakai, Transformation of Measure on Wiener Space, Springer-Verlag, 2000. Zbl0938.46045MR1736980
  13. [13] A.S. Ustunel, M. Zakai, Transformation of the Wiener measure under anticipative flows, Probab. Theory Related Fields93 (1992) 91-136. Zbl0767.60046MR1172941

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.