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Bassan, Bruno ; Bona, Elisabetta
Moments of stochastic processes governed by Poisson random measures. (English). Commentationes Mathematicae Universitatis Carolinae, vol. 31 (1990), issue 2, pp. 337-343
MSC: 60G57, 60J30, 60J75, 60J99 | MR 1077904 | Zbl 0724.60051
References:
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[5] Ikeda N., Watanabe S.: Stochastic Differential Equations and Diffusion Processes. North-Holland, Amsterdam, 1981. MR 1011252 | Zbl 0495.60005
[6] Orsingher E., Battaglia F.: Probability distributions and level crossings of shot noise models. Stochastics 8, 1982, 45-61. MR 0687045 | Zbl 0497.60046
[7] Schmidt V.: Poisson bounds for moments of shot noise processes. Statistics 16, 1985, 253-262. MR 0789069 | Zbl 0575.60051
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