An Extension of the Ocone–Haussmann–Clark Formula for the Compensated Poisson Processes (Q3556721)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Extension of the Ocone–Haussmann–Clark Formula for the Compensated Poisson Processes |
scientific article |
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An Extension of the Ocone–Haussmann–Clark Formula for the Compensated Poisson Processes (English)
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26 April 2010
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Sobolev-type space
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compensated Poisson process
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stochastic integral representation
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Ocone-Haussmann-Clark formula
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stochastic derivative
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predictable projection
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