Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure

AM Kulik - Journal of Theoretical Probability, 2011 - Springer
General sufficient conditions are given for absolute continuity and convergence in variation
of the distributions of the functionals on the probability space generated by a Poisson point
measure. The phase space of the Poisson point measure is supposed to be of the form
R^+*U, and its intensity measure to equal dt Π (du). We introduce the family of time
stretching transformations of the configurations of the point measure. Sufficient conditions for
absolute continuity and convergence in variation are given in terms of the time stretching …

[引用][C] Absolute continuity and convergence in variation for distributions of a functionals of Poisson point measure,(2008)

AM Kulik - arXiv preprint arXiv:0803.2389
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