A note on the multiple Stratonovich integral for the Poisson process (Q4028989)
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scientific article; zbMATH DE number 140562
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| English | A note on the multiple Stratonovich integral for the Poisson process |
scientific article; zbMATH DE number 140562 |
Statements
28 March 1993
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Poisson Hu-Meyer formula
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multiple Stratonovich integral
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multiple Itô integral
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0.9183724522590636
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0.8811666965484619
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0.8466335535049438
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A note on the multiple Stratonovich integral for the Poisson process (English)
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[For the entire collection see Zbl 0754.00008.] We adapt to the Poisson case the unified Hu-Meyer's theory about the different definitions of the multiple Wiener-Stratonovich integrals. Also we present a new proof for the Poisson Hu-Meyer formula, that gives the relation between the multiple Stratonovich integral and the usual multiple Itô integral, following the interesting Hu-Meyer ideas for the Wiener case.
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