Generalized Poisson functionals
From MaRDI portal
Publication:1822130
DOI10.1007/BF01848128zbMath0617.60035MaRDI QIDQ1822130
Publication date: 1988
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Related Items (49)
On the Poisson integrals representation in the classical statistical mechanics of continuous systems ⋮ On the relations between Poissonian white noise analysis and harmonic analysis on configuration spaces ⋮ Random permanents and symmetric statistics ⋮ THE LÉVY LAPLACIAN ACTING ON POISSON NOISE FUNCTIONALS ⋮ Wick calculus on spaces of generalized functions of compound Poisson white noise ⋮ Integral representation of generalized grey Brownian motion ⋮ Quantum Pascal white noise fields ⋮ The Segal-Bargmann transform for Lévy functionals ⋮ Invariance of Poisson measures under random transformations ⋮ Stochastic analysis for vector-valued generalized grey Brownian motion ⋮ Stochastic Analysis for Poisson Processes ⋮ Combinatorics of Poisson Stochastic Integrals with Random Integrands ⋮ Noncommutative quantum decomposition of Gegenbauer white noise process ⋮ Convergence theorems for generalized functional sequences of discrete-time normal martingales ⋮ Correlation of clusters: Partially truncated correlation functions and their decay ⋮ Generalized weighted number operators on functionals of discrete-time normal martingales ⋮ On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information ⋮ A biorthogonal approach to the infinite dimensional fractional Poisson measure ⋮ Girsanov identities for Poisson measures under quasi-nilpotent transformations ⋮ Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review ⋮ A characterization of operators on functionals of discrete-time normal martingales ⋮ Unnamed Item ⋮ Calculus on Gaussian and Poisson white noises ⋮ Poisson stochastic integration in Hilbert spaces. ⋮ UNIQUENESS OF DECOMPOSITIONS OF SKOROHOD-SEMIMARTINGALES ⋮ UNITARY REPRESENTATIONS OF THE WITT AND sl(2, ℝ)-ALGEBRAS THROUGH RENORMALIZED POWERS OF THE QUANTUM PASCAL WHITE NOISE ⋮ Characterization theorems for generalized functionals of discrete-time normal martingale ⋮ The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes ⋮ Convergence theorems for operators sequences on functionals of discrete-time normal martingales ⋮ Ergodic properties of stationary Poisson sequences ⋮ Stochastic differential games in insider markets via Malliavin calculus ⋮ Nuclear Realization of Virasoro–Zamolodchikov-w∞⋆-Lie Algebras Through the Renormalized Higher Powers of Quantum Meixner White Noise ⋮ Simplicial Homology of Random Configurations ⋮ Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator ⋮ Mittag-Leffler analysis. I: Construction and characterization ⋮ Martingale representation for Poisson processes with applications to minimal variance hedging ⋮ Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates ⋮ Poisson process Fock space representation, chaos expansion and covariance inequalities ⋮ Connections and curvature in the Riemannian geometry of configuration spaces ⋮ POISSON MEASURE AS THE SPECTRAL MEASURE OF JACOBI FIELD ⋮ Mittag-Leffler analysis. II: Application to the fractional heat equation. ⋮ Malliavin calculus for product measures on ℝℕ based on chaos ⋮ Mixing of Poisson random measures under interacting transformations ⋮ Analytical functionals and application to Poissonian and harmonic analysis ⋮ Pascal white noise calculus ⋮ Analysis of generalized Lévy white noise functionals ⋮ Poisson infinite-dimensional analysis as an example of analysis related to generalized translation operators ⋮ Multiple stochastic integral expansions of arbitrary Poisson jump times functionals ⋮ A mean-field stochastic maximum principle via Malliavin calculus
Cites Work
- Brownian functionals and applications
- Generalized Brownian functionals and the Feynman integral
- Calculus on Gaussian white noise. I
- Identification of nonlinear systems using random impulse train inputs
- Wiener analysis of nonlinear systems using Poisson-Charlier crosscorrelation
- Generalized multiple Wiener integrals
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- Multiple Wiener integral
- A new class of generalized nonlinear functionals of white noise with application to random integral equations∗
- Stationary Stochastic Processes. (MN-8)
- Orthogonal functionals of the Poisson process
- The Evaluation of the Collision Matrix
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Generalized Poisson functionals
