Article ID Journal Published Year Pages File Type
4590406 Journal of Functional Analysis 2014 25 Pages PDF
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
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