A representation formula for poisson functionals
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Cites work
- scientific article; zbMATH DE number 3793150 (Why is no real title available?)
- Martingales of Wiener and Poisson Processes
- Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
- Stochastic calculus with anticipating integrands
- Stochastic integral representation of some martingales
Cited in
(11)- Representation formula for the critical points of the Tadjbakhsh-Odeh functional and its application
- A discrete-time Clark-Ocone formula for Poisson functionals
- Stochastic integral representation of two-dimensional Poisson functionals
- An extension of the Ocone-Haussmann-Clark formula for the compensated Poisson processes
- Stochastic integral representation of functionals of Poisson processes
- Stochastic integral representation of multidimensional polynomial Poisson functionals
- scientific article; zbMATH DE number 898372 (Why is no real title available?)
- scientific article; zbMATH DE number 926984 (Why is no real title available?)
- Moments of Poisson stochastic integrals with random integrands
- Poisson process Fock space representation, chaos expansion and covariance inequalities
- The Wills functional for Poisson processes
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