Anticipating integrals and martingales on the Poisson space (Q5324846)
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scientific article; zbMATH DE number 5592119
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipating integrals and martingales on the Poisson space |
scientific article; zbMATH DE number 5592119 |
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Anticipating integrals and martingales on the Poisson space (English)
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8 August 2009
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Poisson process
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Malliavin calculus
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Skorokhod integral
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Itô formula
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Burkholder inequality
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