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Moments of Poisson stochastic integrals with random integrands
- Publication Year :
- 2012
-
Abstract
- We compute the moment of order n of the Poisson stochastic integral of a random process u over a metric space X as a sum that runs over all partitions of {1,...,n} and involves the addition of points to Poisson configurations. This formula recovers known results in case u is a deterministic function on X.
- Subjects :
- Mathematics - Probability
Mathematics - Combinatorics
60G57, 60G55, 60H07
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1204.4854
- Document Type :
- Working Paper