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2009/11/13 Nicolas Privault 專題演講

演講者:Nicolas Privault

單 位:香港城市大學

日 期:2009年11月13日 AM 10:10

地 點:國立高雄大學理學院408

講 題:Invariance of Poisson measures under random transformations

摘 要:

We show that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities for Poisson-Skorohod stochastic integrals and is inspired by similar arguments applied on the Wiener space, however the use of finite more complex than in the Wiener case. 
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