Moments of Poisson stochastic integrals with random integrands

Details Moments of Poisson stochastic integrals with random integrands Moments of Poisson stochastic integrals with random integrands

2012-04-22

arxiv.org/abs/1204.4854v1

Mathematics

Probability

Scientific paper

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.

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