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Zapiski Nauchnykh Seminarov POMI, 2005, Volume 328, Pages 191–220 (Mi znsl315)  
This article is cited in 2 scientific papers (total in 2 papers)

The multiple stochastic integrals and “nonpoissonian” transformations of the gamma measure

N. V. Smorodina

Saint-Petersburg State University
Full-text PDF (302 kB) Citations (2)
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Abstract: We study the transformations of the configuration space and the corresponding transformations of the Poisson measure. For some class of Poisson measures we find conditions for the transformed measure (possible, nonpoissonian) to be absolutely continuous and get the expression for the corresponding Radon–Nikodym derivative. To solve this problem we use the Poisson analog of the multiple stochastic integral. As an example we consider the transformations of the so-called gamma measure.
Received: 11.11.2005
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 139, Issue 3, Pages 6608–6630
DOI: https://doi.org/10.1007/s10958-006-0377-2
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: N. V. Smorodina, “The multiple stochastic integrals and “nonpoissonian” transformations of the gamma measure”, Probability and statistics. Part 9, Zap. Nauchn. Sem. POMI, 328, POMI, St. Petersburg, 2005, 191–220; J. Math. Sci. (N. Y.), 139:3 (2006), 6608–6630
Citation in format AMSBIB
\Bibitem{Smo05}
\by N.~V.~Smorodina
\paper The multiple stochastic integrals and ``nonpoissonian'' transformations of the gamma measure
\inbook Probability and statistics. Part~9
\serial Zap. Nauchn. Sem. POMI
\yr 2005
\vol 328
\pages 191--220
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl315}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2214542}
\zmath{https://zbmath.org/?q=an:1103.60053}
\elib{https://elibrary.ru/item.asp?id=12999951}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 139
\issue 3
\pages 6608--6630
\crossref{https://doi.org/10.1007/s10958-006-0377-2}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33750529341}
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  • https://www.mathnet.ru/eng/znsl/v328/p191
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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