Perturbed Palm measures
Lo\"ic Thomassey (MAP5 - UMR 8145)

TL;DR
This paper demonstrates that perturbing a Palm measure with an independent process having stationary increments results in a measure that is still a Palm measure, highlighting a stability property in stochastic process theory.
Contribution
It establishes a new invariance property of Palm measures under perturbations by stationary increment processes.
Findings
Perturbation preserves the Palm measure property.
Stationary increments are key to the invariance.
Provides theoretical insight into Palm measure stability.
Abstract
We show that the perturbation of a Palm measure by an independent process with stationary increments remains a Palm measure.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Advanced Thermodynamics and Statistical Mechanics
