Anticipative direct transformations on the Poisson space
Nicaise, Florent
Annales de l'I.H.P. Probabilités et statistiques, Tome 39 (2003), p. 557-592 / Harvested from Numdam
@article{AIHPB_2003__39_4_557_0,
     author = {Nicaise, Florent},
     title = {Anticipative direct transformations on the Poisson space},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {39},
     year = {2003},
     pages = {557-592},
     doi = {10.1016/S0246-0203(02)00007-9},
     mrnumber = {1983171},
     zbl = {1021.60044},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_2003__39_4_557_0}
}
Nicaise, Florent. Anticipative direct transformations on the Poisson space. Annales de l'I.H.P. Probabilités et statistiques, Tome 39 (2003) pp. 557-592. doi : 10.1016/S0246-0203(02)00007-9. http://gdmltest.u-ga.fr/item/AIHPB_2003__39_4_557_0/

[1] R. Buckdahn, Anticipative Girsanov transformation, Probab. Theory Related Fields 89 (1991) 211-238. | MR 1110539 | Zbl 0722.60059

[2] R. Buckdahn, O. Enchev, Nonlinear transformations on the abstract Wiener space, Tech. Report 240 (Neue Folge), Humboldt Univ., Berlin, 1989.

[3] R.H. Cameron, W.T. Martin, Transformation of Wiener integral under translation, Ann. Math. 45 (1944) 386-396. | MR 10346 | Zbl 0063.00696

[4] O. Enchev, D.W. Stroock, Anticipative diffusions and related change of measure, J. Funct. Anal. 116 (1996) 449-477. | MR 1239078 | Zbl 0804.60072

[5] I. Gyøngy, Mimicking complicated stochastic differential equations by simpler ones, Preprint. | MR 956687 | Zbl 0665.60060

[6] J. Jacod, A.N. Shiryaev, Limit Theorems for Stochastic Processes, Springer-Verlag, 1984. | MR 959133 | Zbl 0635.60021

[7] F. Nicaise, Anticipative Markovian transformations on the Poisson space, Stochastic Processes and their Applications, to appear. | MR 1854028 | Zbl 1059.60071

[8] D. Nualart, The Malliavin Calculus and Related Topics, Springer-Verlag, 1995. | MR 1344217 | Zbl 0837.60050

[9] D. Nualart, J. Vives, Anticipative calculus for the Poisson process based on the Fock space, in: Séminaire de Probabilité XXIV, Lect. Notes in Math. Vol. | Numdam | Zbl 0701.60048

[10] J. Picard, Formules de dualité sur l'espace de Poisson, Ann. Inst. Henri Poincaré 32 (4) (1996) 509-548. | Numdam | MR 1411270 | Zbl 0859.60045

[11] J. Picard, Transformations et équations anticipantes pour les processus de Poisson, Ann. Math. Blaise Pascal 3 (1) (1996) 111-123. | Numdam | MR 1397328 | Zbl 0856.60059

[12] A.S. Ustunel, M. Zakai, Transformation of Measure on Wiener Space, Springer-Verlag, 2000. | MR 1736980 | Zbl 0974.46044 | Zbl 0938.46045

[13] A.S. Ustunel, M. Zakai, Transformation of the Wiener measure under anticipative flows, Probab. Theory Related Fields 93 (1992) 91-136. | MR 1172941 | Zbl 0767.60046