Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4590406 | Journal of Functional Analysis | 2014 | 25 Pages |
Abstract
The goal of this paper is to generalize most of the moment formulae obtained in [12]. More precisely, we consider a general point process μ, and show that the quantities relevant to our problem are the so-called Papangelou intensities. When the Papangelou intensities of μ are well-defined, we show some general formulae to recover the moment of order n of the stochastic integral of the point process. We will use these extended results to introduce a divergence operator and study a random transformation of the point process.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
L. Decreusefond, I. Flint,