Permutation invariant functionals of Lévy processes (Q5367094): Difference between revisions

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+Lévy Processes and Stochastic Calculus
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+Measure and integration theory. Transl. from the German by Robert B. Burckel
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+Q4269108
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+Simulation of BSDEs by Wiener chaos expansion
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+The chaotic representation property of compensated-covariation stable families of martingales
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+A Stroock formula for a certain class of Lévy processes and applications to finance
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+A note on Malliavin fractional smoothness for Lévy processes and approximation
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+Simulation of BSDEs with jumps by Wiener chaos expansion
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+Denseness of certain smooth L\'evy functionals in $\DD_{1,2}$
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+\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions
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+Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
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+Q2774021
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+Poisson process Fock space representation, chaos expansion and covariance inequalities
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+Q4824532
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+Chaotic and predictable representations for Lévy processes.
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+Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
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+Stochastic analysis in discrete and continuous settings. With normal martingales.
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+Q4435813
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+Q4937701
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+On the orthogonal polynomials associated with a Lévy process
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+Q5436618
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+The explicit chaotic representation of the powers of increments of Lévy processes
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