Ramsey's theorem and Poisson random measuresBROWN, T. C; KUPKA, J.Annals of probability. 1983, Vol 11, Num 4, pp 904-908, issn 0091-1798Article

Opérateur de Malliavin sur l'espace de Wiener-Poisson = Malliavin's operator on Wiener-Poisson spaceGRAVEREAUX, J.-B; JACOD, J; MEYER, P.-A et al.Comptes rendus des séances de l'Académie des sciences. Série 1, Mathématique. 1985, Vol 300, Num 3, pp 81-84, issn 0249-6291Article

Construction of immigration superprocesses with dependent spatial motion from one-dimensional excursionsDAWSON, Donald A; ZENGHU LI.Probability theory and related fields. 2003, Vol 127, Num 1, pp 37-61, issn 0178-8051, 25 p.Article

A new modified logarithmic Sobolev inequality for Poisson point processes and several applicationsLIMING WU.Probability theory and related fields. 2000, Vol 118, Num 3, pp 427-438, issn 0178-8051Article

Optimal control of switching diffusions with application to flexible manufacturing systemsGHIOSH, M. K; ARAPOSTATHIS, A; MARCUS, S. I et al.SIAM journal on control and optimization. 1993, Vol 31, Num 5, pp 1183-1204, issn 0363-0129Article

Moment identities for Poisson-Skorohod integrals and application to measure invariancePRIVAULT, Nicolas.Comptes rendus. Mathématique. 2009, Vol 347, Num 17-18, pp 1071-1074, issn 1631-073X, 4 p.Article

Segal-bargmann transforms of one-mode interacting fock spaces associated with gaussian and poisson measuresASAI, Nobuhiro; KUBO, Izumi; KUO, Hui-Hsiung et al.Proceedings of the American Mathematical Society. 2003, Vol 131, Num 3, pp 815-823, issn 0002-9939, 9 p.Article

Strict positivity of the density for simple jump processes using the tools of support theorems. Application to the kac equation without cutoffFOURNIER, Nicolas.Annals of probability. 2002, Vol 30, Num 1, pp 135-170, issn 0091-1798, 36 p.Article

A note on the rate of convergence to equilibrium for erlang's model in the subcritical caseVOIT, Michael.Journal of applied probability. 2000, Vol 37, Num 3, pp 918-923, issn 0021-9002Article

Strict positivity of the density for a poisson driven S.D.EFOURNIER, N.Stochastics and stochastics reports (Print). 1999, Vol 68, Num 1-2, pp 1-43, issn 1045-1129Article

ON THE ABSOLUTE CONTINUITY OF MEASURES RELATIVE TO A POISSON MEASUREMORIMOTO H.1979; TOKOKU MATH. J.; JPN; DA. 1979; VOL. 31; NO 1; PP. 57-62; BIBL. 6 REF.Article

Variational representations for continuous time processesBUDHIRAJA, Amarjit; DUPUIS, Paul; MAROULAS, Vasileios et al.Annales de l'I.H.P. Probabilités et statistiques. 2011, Vol 47, Num 3, pp 725-747, issn 0246-0203, 23 p.Article

Error calculus and regularity of Poisson functionals : the lent particle methodBOULEAU, Nicolas.Comptes rendus. Mathématique. 2008, Vol 346, Num 13-14, pp 779-782, issn 1631-073X, 4 p.Article

Comparison principle and stability of ito stochastic differential delay equations with Poisson jump and Markovian switchingJIAOWAN LUO.Nonlinear analysis. 2006, Vol 64, Num 2, pp 253-262, issn 0362-546X, 10 p.Article

A criterion of density for solutions of Poisson-driven SDEsDENIS, Laurent.Probability theory and related fields. 2000, Vol 118, Num 3, pp 406-426, issn 0178-8051Article

Malliavin calculus for parabolic SPDEs with jumpsFOURNIER, N.Stochastic processes and their applications. 2000, Vol 87, Num 1, pp 115-147, issn 0304-4149Article

Stability of degenerate diffusions with state-dependent switchingBASAK, G. K; BIS, A; GHOSH, M. K et al.Journal of mathematical analysis and applications. 1999, Vol 240, Num 1, pp 219-248, issn 0022-247XArticle

Invariance of Poisson measures under random transformationsPRIVAULT, Nicolas.Annales de l'I.H.P. Probabilités et statistiques. 2012, Vol 48, Num 4, pp 947-972, issn 0246-0203, 26 p.Article

Transformation de Poisson sur un arbre localement fini = Poisson transformation on a locally finite treeKELLIL, Ferdaous; ROUSSEAU, Guy.Annales mathématiques Blaise Pascal. 2005, Vol 12, Num 1, pp 91-116, issn 1259-1734, 26 p.Article

SPDEs in infinite dimension with Poisson noiseKNOCHE, Claudia.Comptes rendus. Mathématique. 2004, Vol 339, Num 9, pp 647-652, issn 1631-073X, 6 p.Article

Representations of the brownian snake with driftABRAHAM, R; SERLET, L.Stochastics and stochastics reports (Print). 2002, Vol 73, Num 3-4, pp 287-308, issn 1045-1129, 22 p.Article

Strict positivity of the solution to A 2-dimensional spatially homogeneous boltzann equation without cutoffFOURNIER, Nicolas.Annales de l'I.H.P. Probabilités et statistiques. 2001, Vol 37, Num 4, pp 481-502, issn 0246-0203Article

Théorème de support pour processus à sauts = Support theorem for processes with jumpsSIMON, T.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1999, Vol 328, Num 11, pp 1075-1080, issn 0764-4442Article

Asymptotic behavior of a system of interacting nuclear-space-valued stochastic differential equations driven by Poisson random measuresKALLIANPUR, G; XIONG, J.Applied mathematics & optimization. 1994, Vol 30, Num 2, pp 175-201, issn 0095-4616Article

STABILITY OF ONE-DIMENSIONAL SYSTEMS OF COLLIDING PARTICLES.KARR AF.1976; J. APPL. PROBABIL.; G.B.; DA. 1976; VOL. 13; NO 1; PP. 155-158; BIBL. 4 REF.Article