Stochastic integral representation of functionals of Poisson processes (Q3605607)
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scientific article; zbMATH DE number 5510363
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| default for all languages | No label defined |
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| English | Stochastic integral representation of functionals of Poisson processes |
scientific article; zbMATH DE number 5510363 |
Statements
24 February 2009
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Ocone-Haussmann-Clark formula
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compensated Poisson process
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stochastic integral
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stochastic derivative
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predictable projection
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0.904258131980896
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0.8977947235107422
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0.8713538646697998
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0.8527742028236389
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0.8523797392845154
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