A pathwise approach to backward and forward stochastic differential equations on the poisson space<sup>*</sup> (Q2758171): Difference between revisions

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Property / author: Jorge A. Leon / rank
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Property / cites work: Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments / rank
 
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Property / cites work: Wick product and stochastic partial differential equations with Poisson measure / rank
 
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Property / cites work: On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space / rank
 
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Property / cites work: Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos / rank
 
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Property / cites work: Transformations and anticipative equations for Poisson processes / rank
 
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Property / cites work: Forward, backward and symmetric stochastic integration / rank
 
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Property / full work available at URL: https://doi.org/10.1081/sap-120000223 / rank
 
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Latest revision as of 09:56, 30 July 2024

scientific article
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A pathwise approach to backward and forward stochastic differential equations on the poisson space<sup>*</sup>
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    A pathwise approach to backward and forward stochastic differential equations on the poisson space<sup>*</sup> (English)
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    2 December 2002
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    Poisson process
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    forward integral
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    backward integral
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    stochastic differential equation
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    chaos decomposition
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    Identifiers

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