Assume there is a probability space on which a time homogeneous Poisson random measure and a progressively measurable process are given. Let us consider the law of the triplet (formula presented) where (I) is the Itˆo integral of xi with respect to (formula presented). Then we ask the question whether the law is unique.
CITATION STYLE
Brzeźniak, Z., & Hausenblas, E. (2011). Uniqueness in Law of the Itô Integral with Respect to Lévy Noise. In Progress in Probability (Vol. 63, pp. 37–57). Birkhauser. https://doi.org/10.1007/978-3-0348-0021-1_3
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