Conditional Calculus on Poisson Space and Enlargement of Filtration
From MaRDI portal
Recommendations
- Enlargement of filtration on Poisson space: a Malliavin calculus approach
- Forme de Dirichlet sur un espace de Poisson. (Dirichlet form on a Poisson space)
- On filtration enlargements and purely discontinuous martingales
- Anticipative calculus with respect to filtered Poisson processes.
- scientific article; zbMATH DE number 409582
Cites work
- A transfer principle from Wiener to Poisson space and applications
- Analysis and geometry on configuration spaces
- Chaotic and variational calculus in discrete and continuous time for the poisson process
- Dirichlet forms and analysis on Wiener space
- Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin's calculus
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
- Incomplete markets with jumps and informed agents
- On the existence of smooth densities for jump processes
- Semi-martingales et grossissement d'une filtration
Cited in
(5)- Conditioning and initial enlargement of filtration on a Riemannian manifold.
- Forme de Dirichlet sur un espace de Poisson. (Dirichlet form on a Poisson space)
- On the construction of conditional probability densities in the Brownian and compound Poisson filtrations
- Enlargement of filtration on Poisson space: a Malliavin calculus approach
- Anticipative information in a Brownian-Poisson market
This page was built for publication: Conditional Calculus on Poisson Space and Enlargement of Filtration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4795546)
