On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process (Q5746516)
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scientific article; zbMATH DE number 6259452
Language | Label | Description | Also known as |
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English | On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process |
scientific article; zbMATH DE number 6259452 |
Statements
On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process (English)
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19 February 2014
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doubly stochastic Poisson process
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Cox process
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orthogonal polynomials
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non-anticipating derivative
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Malliavin derivative
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Clark-Ocone formula
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martingale random fields
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