Stochastic integral representation of two-dimensional Poisson functionals (Q3400823)
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scientific article; zbMATH DE number 5667023
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| default for all languages | No label defined |
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| English | Stochastic integral representation of two-dimensional Poisson functionals |
scientific article; zbMATH DE number 5667023 |
Statements
5 February 2010
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stochastic derivative
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predictable projection
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compensated Poisson process
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Ocone-Hausmann-Clark's formula
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0.9515228867530824
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0.904258131980896
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0.8285497426986694
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0.8277252912521362
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0.7865833640098572
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