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scientific article; zbMATH DE number 4140946

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Publication:3472933
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zbMATH Open0696.60055MaRDI QIDQ3472933FDOQ3472933


Authors: Andrzej Mạdrecki Edit this on Wikidata


Publication date: 1989



Title of this publication is not available (Why is that?)



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


zbMATH Keywords

Poisson processchange of variable formulaStieltjes stochastic integral


Mathematics Subject Classification ID

Stochastic integrals (60H05)



Cited In (5)

  • On a stochastic differentiation formula for Hilbert-Schmidt valued stochastic integrals
  • Title not available (Why is that?)
  • Title not available (Why is that?)
  • Itô formula for an asymptotically 4-stable process
  • Itô's formula for pseudo-processes





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