Poisson stochastic integration in Hilbert spaces.
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Publication:1969340
DOI10.5802/ambp.120zbMath1158.60351OpenAlexW2330138998MaRDI QIDQ1969340
Nicolas Privault, Jiang-Lun Wu
Publication date: 4 June 2000
Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AMBP_1999__6_2_41_0
Poisson random measuresAnticipating stochastic integralsFock space.Quantum spectral stochastic integrals
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Related Items (4)
Invariance of Poisson measures under random transformations ⋮ Malliavin calculus for product measures on ℝℕ based on chaos ⋮ MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES ⋮ Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces
Cites Work
- The construction of filtrations on abstract Wiener space
- Quantum Ito's formula and stochastic evolutions
- Quantum and non-causal stochastic calculus
- Generalized Poisson functionals
- Spectral families of quantum stochastic integrals
- Duality formulas on the Poisson space
- Symmetric Hilbert spaces and related topics. Infinitely divisible positive definite functions, continuous products and tensor products, Gaussian and Poissonian stochastic processes
- Stochastic integrals on general topological measurable spaces
- Non adapted Stochastic Calculus as third quantization
- A quantum nonadapted Ito formula and stochastic analysis in Fock scale
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