Moment identities for Poisson–Skorohod integrals and application to measure invariance

Abstract: We present a moment identity on the Poisson space that extends the Skorohod isometry to arbitrary powers of the Skorohod integral. Applications of this identity are given to the invariance of Poisson measures under intensity preserving random transformations. To cite this article: N. Privault, C. R. Acad. Sci. Paris, Ser. I 347 (2009). [Copyright &y& Elsevier]