On Poisson and composed Poisson stochastic set functions

A. Prékopa

Displaying similar documents to “On Poisson and composed Poisson stochastic set functions”

Wick product and stochastic partial differential equations with Poisson measure

A. Dermoune (1997)

Annales mathématiques Blaise Pascal

Similarity:

Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals.

Nicolas Privault (2002)

Publicacions Matemàtiques

Similarity:

We define a class of distributions on Poisson space which allows to iterate a modification of the gradient of [1]. As an application we obtain, with relatively short calculations, a formula for the chaos expansion of functionals of jump times of the Poisson process.

Poisson stochastic integration in Hilbert spaces

Nicolas Privault, Jiang-Lun Wu (1999)

Annales mathématiques Blaise Pascal

Similarity:

Analytical characterization of a composed, non-homogeneous Poisson process

M. Fisz, K. Urbanik (1956)

Studia Mathematica

Similarity:

The limiting distributions of sums of arbitrary independent and equally distributed r-point random variables

M. Fisz (1953)

Studia Mathematica

Similarity:

An operator-valued stochastic integral, II

D. Kannan (1972)

Annales de l'I.H.P. Probabilités et statistiques

Similarity:

Distributional boundary values in $𝔇_{L^{p}}^{'}$ (IV)

Richard D. Carmichael (1980)

Rendiconti del Seminario Matematico della Università di Padova

Similarity:

Several characterizations for the special atom spaces with applications.

Geraldo Soares de Souza, Richard O&#039;Neil, Gary Sampson (1986)

Revista Matemática Iberoamericana

Similarity:

The theory of functions plays an important role in harmonic analysis. Because of this, it turns out that some spaces of analytic functions have been studied extensively, such as H-spaces, Bergman spaces, etc. One of the major insights that has developed in the study of H-spaces is what we call the real atomic characterization of these spaces.