Differential calculus relative to some point processes

DOI10.1016/0167-7152(94)00177-AzbMATH Open0832.60063OpenAlexW2052715074MaRDI QIDQ1903166FDOQ1903166

Authors: Azzouz Dermoune 

Publication date: 11 January 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00177-a

Recommendations

• scientific article; zbMATH DE number 4122983
• A transfer principle from Wiener to Poisson space and applications
• scientific article; zbMATH DE number 797357
• Anticipative calculus with respect to filtered Poisson processes.
• scientific article; zbMATH DE number 203211

zbMATH Keywords

point processcompensatorPoisson spacestochastic calculus of variationsdifferential calculus on Wiener space

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• Title not available (Why is that?)
• Calcul des variations stochastique et processus de sauts
• Stochastic differential equations. An introduction with applications.
• Lectures on stochastic differential equations and Malliavin calculus

Cited In (3)

• A transfer principle from Wiener to Poisson space and applications
• Duality formulas on the Poisson space
• Mini-workshop: Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry. Abstracts from the workshop held February 10--16, 2013.

This page was built for publication: Differential calculus relative to some point processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1903166)