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Title: Moments of stochastic processes governed by Poisson random measures (English)
Author: Bassan, Bruno
Author: Bona, Elisabetta
Language: English
Journal: Commentationes Mathematicae Universitatis Carolinae
ISSN: 0010-2628 (print)
ISSN: 1213-7243 (online)
Volume: 31
Issue: 2
Year: 1990
Pages: 337-343
Category: math
MSC: 60G57
MSC: 60J30
MSC: 60J75
MSC: 60J99
idZBL: Zbl 0724.60051
idMR: MR1077904
Date available: 2008-06-05T21:44:05Z
Last updated: 2012-04-28
Stable URL:
Reference: [1] Bassan B., Bona E.: Special distribution results concerning shot noise fields in IRn.Publications de l'Institut de Statistique de l'Universite de Paris, 1988. MR 0974379
Reference: [2] Çinlar E., Jacod J.: Representation of semimartingale Markov processes in terms of Wiener processes and Poisson random Seminar on Stochastic Processes 159-242, Birkhäuser, Boston 1981. MR 0647786
Reference: [3] Daley D. J.: The definition of a multidimensional generalization of shot noise.Journal of Applied Probability 8, 1971, 128-135. MR 0278408
Reference: [4] ltô K.: On stochastic differential equations.Mem. Amer. Math. Soc. 4, 1951, 1-51. MR 0040618
Reference: [5] Ikeda N., Watanabe S.: Stochastic Differential Equations and Diffusion Processes.North-Holland, Amsterdam, 1981. Zbl 0495.60005, MR 1011252
Reference: [6] Orsingher E., Battaglia F.: Probability distributions and level crossings of shot noise models.Stochastics 8, 1982, 45-61. Zbl 0497.60046, MR 0687045
Reference: [7] Schmidt V.: Poisson bounds for moments of shot noise processes.Statistics 16, 1985, 253-262. Zbl 0575.60051, MR 0789069


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