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- A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II
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- A distributional approach to multiple stochastic integrals and transformations of the Poisson measure
Cited in
(62)- Central limit theorems for double Poisson integrals
- Infinitely divisible OS-positive processes
- The exponential space of an \(L^ 2\)-stochastic process with independent increments
- Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
- Wick product and stochastic partial differential equations with Poisson measure
- Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos
- Quantitative CLTs for symmetric U-statistics using contractions
- Fourth moment theorems on the Poisson space: analytic statements via product formulae
- Evolution of states in a continuum migration model
- Stein approximation for functionals of independent random sequences
- A central limit theorem for the Poisson-Voronoi approximation
- Multiple integration with respect to Poisson and Lévy processes
- On the relations between Poissonian white noise analysis and harmonic analysis on configuration spaces
- A different quantum stochastic calculus for the Poisson process
- Product of two multiple stochastic integrals with respect to a normal martingale
- Poisson stochastic integration in Hilbert spaces.
- Stable limit theorems on the Poisson space
- Stirling operators in spatial combinatorics
- Asymptotics for posterior hazards
- Energy image density property and the lent particle method for Poisson measures
- Harnack inequality on configuration spaces: the coupling approach and a unified treatment
- Central limit theorems for \(U\)-statistics of Poisson point processes
- Universal Gaussian fluctuations on the discrete Poisson chaos
- Second-order properties and central limit theorems for geometric functionals of Boolean models
- Normal approximation of Poisson functionals in Kolmogorov distance
- On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
- On the multiple stable integral
- On infinitely divisible self-similar random fields
- Approximation of a free Poisson process by systems of freely independent particles
- Poincaré and weak Poincaré inequalities for the mixed Poisson measure
- Laplace operators on the cone of Radon measures
- Fecundity regulation in a spatial birth-and-death process
- Laplace operators in gamma analysis
- Hafnian point processes and quasi-free states on the CCR algebra
- Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)
- Poisson stochastic master equation unravelings and the measurement problem: a quantum stochastic calculus perspective
- Restricted hypercontractivity on the Poisson space
- Moments and central limit theorems for some multivariate Poisson functionals
- Binary jumps in continuum. I: Equilibrium processes and their scaling limits
- Poisson Point Process Convergence and Extreme Values in Stochastic Geometry
- Coefficients of asymptotic expansions of SDE with jumps
- Stochastic Analysis for Poisson Processes
- Vlasov scaling for stochastic dynamics of continuous systems
- A modified -Sobolev inequality for canonical Lévy processes and its applications
- Orthogonal intertwiners for infinite particle systems in the continuum
- Hyperbolic Anderson model with Lévy white noise: spatial ergodicity and fluctuation
- Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation
- Wasserstein geometry and Ricci curvature bounds for Poisson spaces
- Moderate deviations on Poisson chaos
- Product formulas for multiple stochastic integrals associated with Lévy processes
- A non-compensated Clark-Ocone formula for functionals of counting processes
- Optimal transport of stationary point processes: metric structure, gradient flow and convexity of the specific entropy
- The scaling limit of Poisson-driven order statistics with applications in geometric probability
- Poisson process Fock space representation, chaos expansion and covariance inequalities
- Push-forward measures on configuration spaces: integration by parts and log-Sobolev inequality
- Regulation mechanisms in spatial stochastic development models
- A distributional approach to multiple stochastic integrals and transformations of the Poisson measure
- Scaling limit of fluctuations for the equilibrium Glauber dynamics in continuum
- Dimension free and infinite variance tail estimates on Poisson space
- A distributional approach to multiple stochastic integrals and transformations of the Poisson measure. II
- Linear and quadratic functionals of random hazard rates: An asymptotic analysis
- Stein's method and normal approximation of Poisson functionals
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