scientific article; zbMATH DE number 4140946

MaRDI QIDQ3472933zbMATH OpenFDO

Authors Andrzej Mạdrecki

Publication date 1989

zbMATH Keywords

Poisson processchange of variable formulaStieltjes stochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Recommendations

• Itô's formula for pseudo-processes
• Formules de changement de variables
• Stochastic integral representation of functionals of Poisson processes
• Integration by parts for Poisson processes
• A change of variable formula with Itô correction term

Cited in

(5)

• On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals
• scientific article; zbMATH DE number 4084676 (Why is no real title available?)
• scientific article; zbMATH DE number 953306 (Why is no real title available?)
• Itô formula for an asymptotically 4-stable process
• Itô's formula for pseudo-processes

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