Stochastic derivative of Poisson polynomial functionals and its application

MaRDI QIDQ3387410zbMATH OpenFDO

Authors V. Jaoshvili, O. Purtukhia, Zurab Zerakidze

Publication date 12 January 2021

Full work available at URL http://science.org.ge/bnas/t14-n1/04_Jaoshvili_Mathematics.pdf

zbMATH Keywords

Poisson functionalClark representationClark-Haussmann-Ocone representationstochastic (Malliavin) derivative

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

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• On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process
• Stochastic integral representation of multidimensional polynomial Poisson functionals

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