Poisson stochastic integration in Hilbert spaces
Nicolas Privault, Jiang-Lun Wu (1999)
Annales mathématiques Blaise Pascal
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Displaying similar documents to “Construction of diffusion processes with Wentzell's boundary conditions by means of Poisson point processes of Brownian excursions”
Poisson stochastic integration in Hilbert spaces
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Moments of some random functionals
K. Urbanik (1997)
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The paper deals with nonnegative stochastic processes X(t,ω)(t ≤ 0) not identically zero with stationary and independent increments right-continuous sample functions and fulfilling the initial condition X(0,ω)=0. The main aim is to study the moments of the random functionals for a wide class of functions f. In particular a characterization of deterministic processes in terms of the exponential moments of these functionals is established.