Pages that link to "Item:Q1920460"

The following pages link to Duality formulas on the Poisson space (Q1920460):

Displaying 27 items.

• Girsanov identities for Poisson measures under quasi-nilpotent transformations (Q428138) (← links)
• Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
• Moment identities for Poisson-Skorohod integrals and application to measure invariance (Q841296) (← links)
• Dimension free and infinite variance tail estimates on Poisson space (Q884754) (← links)
• On filtration enlargements and purely discontinuous martingales (Q947156) (← links)
• Stein's method and normal approximation of Poisson functionals (Q964773) (← links)
• Transportation inequalities for stochastic differential equations of pure jumps (Q985330) (← links)
• Clark-Ocone formula and variational representation for Poisson functionals (Q1019087) (← links)
• Multiple stochastic integral expansions of arbitrary Poisson jump times functionals (Q1293842) (← links)
• Density in small time at accessible points for jump processes (Q1382543) (← links)
• Anticipative Markovian transformations on the Poisson space. (Q1766004) (← links)
• Partial mixing and Edgeworth expansion (Q1885365) (← links)
• Transformations and anticipative equations for Poisson processes (Q1921311) (← links)
• Invariance of Poisson measures under random transformations (Q1930650) (← links)
• Poisson stochastic integration in Hilbert spaces. (Q1969340) (← links)
• Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling (Q2291964) (← links)
• Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
• Strong disorder for a certain class of directed polymers in a random environment (Q2433959) (← links)
• Smoothness of the law of manifold-valued Markov processes with jumps (Q2435227) (← links)
• Integration by parts formula for locally smooth laws and applications to sensitivity computations (Q2467110) (← links)
• A discrete-time Clark-Ocone formula for Poisson functionals (Q2515784) (← links)
• An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications (Q2697420) (← links)
• Poisson processes and a log-concave Bernstein theorem (Q5742244) (← links)
• The Malliavin-Stein method for Hawkes functionals (Q5870399) (← links)
• An expansion formula for Hawkes processes and application to cyber-insurance derivatives (Q6044248) (← links)
• Pricing cumulative loss derivatives under additive models via Malliavin calculus (Q6194623) (← links)
• Normal approximation of compound Hawkes functionals (Q6204793) (← links)