×

Linear Skorohod stochastic differential equations on Poisson space. (English) Zbl 0847.60046

Körezlioğlu, H. (ed.) et al., Stochastic analysis and related topics V: The Silivri workshop, held in Silivri, Norway, July 18-29, 1994. Proceedings. Boston, MA: Birkhäuser. Prog. Probab. 38, 237-253 (1996).
Author’s abstract: We study the absolute continuity of transformations defined by anticipative flows on Poisson space, and show that the process of densities associated to those transformations allows us to solve anticipative linear stochastic differential equations on the Poisson space.
For the entire collection see [Zbl 0832.00048].

MSC:

60H20 Stochastic integral equations
60H07 Stochastic calculus of variations and the Malliavin calculus
60J75 Jump processes (MSC2010)
PDFBibTeX XMLCite