Poisson process Fock space representation, chaos expansion and covariance inequalities

DOI10.1007/s00440-010-0288-5zbMath1233.60026arXiv0909.3205MaRDI QIDQ718899

Publication date: 27 September 2011

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.3205

zbMATH Keywords

Malliavin calculus; Poincaré inequality; Poisson process; chaos expansion; infinitely divisible random measure; Kabanov-Skorokhod integral

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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