Girsanov Theorem for Filtered Poisson Processes

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dc.creatorDecreusefond, L.
dc.creatorSavy, N.
dc.date2003-02-05
dc.date.accessioned2026-07-07T04:54:54Z
dc.date.available2026-07-07T04:54:54Z
dc.descriptionShot-noise and fractional Poisson processes are instances of filtered Poisson processes. We here prove Girsanov theorem for this kind of processes and give an application to an estimate problem.
dc.identifierhttps://arxiv.org/abs/math/0302046
dc.identifierhttp://arxiv.org/abs/math/0302046
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/66444
dc.subjectProbability
dc.subject60G55;60H05
dc.titleGirsanov Theorem for Filtered Poisson Processes
dc.typetext

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