Integration by parts for Poisson processes
From MaRDI portal
Recommendations
Cited in
(26)- Integration by parts for the single jump process
- Differentiable measures and the Malliavin calculus
- Wick calculus on spaces of generalized functions of compound Poisson white noise
- Extended covariance identities and inequalities
- An integration by parts type formula for stopping times and its application
- Integration by parts and martingale representation for a Markov chain
- Integration by parts formulas for marked Hawkes processes
- Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces
- Integration by parts formula for killed processes: a point of view from approximation theory
- Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
- Third cumulant Stein approximation for Poisson stochastic integrals
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
- A discrete-time Clark-Ocone formula for Poisson functionals
- Reciprocal processes: a stochastic analysis approach
- Stein estimation of the intensity of a spatial homogeneous Poisson point process
- Greeks formulas for an asset price model with gamma processes
- Stochastic integral representation of two-dimensional Poisson functionals
- A martingale bound for the entropy associated with a trimmed filtration on \(\mathbb{R}^d\)
- scientific article; zbMATH DE number 4140946 (Why is no real title available?)
- Stochastic integral representation of multidimensional polynomial Poisson functionals
- Integration by parts for two–parameter single jump process
- SPLITTING OF POISSON NOISE AND LÉVY PROCESSES ON REAL LIE ALGEBRAS
- Integration by Parts for Point Processes and Monte Carlo Estimation
- Connections and curvature in the Riemannian geometry of configuration spaces
- Stein estimation of Poisson process intensities
- Absolute continuity and convergence in variation for distributions of functionals of Poisson point measure
This page was built for publication: Integration by parts for Poisson processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1209876)
