2009/11/13 Nicolas Privault 專題演講
演講者:Nicolas Privault
單 位:
日 期:2009年11月13日 AM 10:10
地 點:國立高雄大學理學院408室
講 題:
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.
