Displaying similar documents to “Poisson random fields with control measures. II.”

Invariance of Poisson measures under random transformations

Nicolas Privault (2012)

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

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We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for adapted and anticipating Poisson stochastic integrals, and is inspired by the method of Üstünel and Zakai ( (1995) 409–429) on the Wiener space, although the corresponding algebra is more complex than in the Wiener case. The examples of...

Asymptotic evaluation of the Poisson measures for tubes around jump curves

Xavier Bardina, Carles Rovira, Samy Tindel (2002)

Applicationes Mathematicae

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We find the asymptotic behavior of P(||X-ϕ|| ≤ ε) when X is the solution of a linear stochastic differential equation driven by a Poisson process and ϕ the solution of a linear differential equation driven by a pure jump function.

Quantization of pencils with a gl-type Poisson center and braided geometry

Dimitri Gurevich, Pavel Saponov (2011)

Banach Center Publications

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We consider Poisson pencils, each generated by a linear Poisson-Lie bracket and a quadratic Poisson bracket corresponding to a so-called Reflection Equation Algebra. We show that any bracket from such a Poisson pencil (and consequently, the whole pencil) can be restricted to any generic leaf of the Poisson-Lie bracket. We realize a quantization of these Poisson pencils (restricted or not) in the framework of braided affine geometry. Also, we introduce super-analogs of all these Poisson...