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

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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

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  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

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