A pathwise approach to backward and forward stochastic differential equations on the poisson space*
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Publication:2758171
DOI10.1081/SAP-120000223zbMath0999.60077OpenAlexW2088298952MaRDI QIDQ2758171
Josep Lluís Solé, Josep Vives, Jorge A. Leon
Publication date: 2 December 2002
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-120000223
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Cites Work
- Forward, backward and symmetric stochastic integration
- Wick product and stochastic partial differential equations with Poisson measure
- Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos
- On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space
- Transformations and anticipative equations for Poisson processes
- Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
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