Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure


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General sufficient conditions are given for absolute continuity and convergence in variation of the distributions of the unctionals on a probability space, generated by a Poisson point measure. The phase space of the Poisson point measure is supposed to be of the form (0,infty)times U, and its intensity measure to be equal dtPi(du). We introduce the family of time stretching transformations of the configurations of the point measure. The sufficient conditions for absolute continuity and convergence in variation are given in the terms of the time stretching transformations and the relative differential operators. These conditions are applied to solutions of SDEs driven by Poisson point measures, including an SDEs with non-constant jump rate.

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