Moment identities for Poisson-Skorohod integrals and application to measure invariance
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
Author(s)
Related Research Unit(s)
Detail(s)
| Original language | English |
|---|---|
| Pages (from-to) | 1071-1074 |
| Journal / Publication | Comptes Rendus Mathematique |
| Volume | 347 |
| Issue number | 17-18 |
| Publication status | Published - Sept 2009 |
Link(s)
Abstract
We present a moment identity on the Poisson space that extends the Skorohod isometry to arbitrary powers of the Skorohod integral. Applications of this identity are given to the invariance of Poisson measures under intensity preserving random transformations. To cite this article: N. Privault, C. R. Acad. Sci. Paris, Ser. I 347 (2009). © 2009 Académie des sciences.
Citation Format(s)
Moment identities for Poisson-Skorohod integrals and application to measure invariance. / Privault, Nicolas.
In: Comptes Rendus Mathematique, Vol. 347, No. 17-18, 09.2009, p. 1071-1074.
In: Comptes Rendus Mathematique, Vol. 347, No. 17-18, 09.2009, p. 1071-1074.
Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
