Résumé
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.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 452-476 |
| Nombre de pages | 25 |
| journal | Journal of Functional Analysis |
| Volume | 267 |
| Numéro de publication | 2 |
| Les DOIs | |
| état | Publié - 15 juil. 2014 |
| Modification externe | Oui |
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