| 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:
|
http://hdl.handle.net/10338.dmlcz/106863 |
| . |
| 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 measures.in: 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 |
| . |
