Multiple stochastic integral expansions of arbitrary Poisson jump times functionals

DOI10.1016/S0167-7152(98)00257-0zbMath0938.60077MaRDI QIDQ1293842

Nicolas Privault

Publication date: 21 June 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Fock spacechaos expansionPoisson spaceWiener space

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (2)

Extended covariance identities and inequalities ⋮ Asymptotic analysis of the Askey-scheme. I: From Krawtchouk to Charlier

Cites Work

• Generalized Poisson functionals
• Duality formulas on the Poisson space
• On Extended Stochastic Intervals
• Chaotic and variational calculus in discrete and continuous time for the poisson process
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Multiple stochastic integral expansions of arbitrary Poisson jump times functionals