Stochastic integral representation of functionals of Poisson processes
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Publication:3605607
compensated Poisson processOcone-Haussmann-Clark formulapredictable projectionstochastic derivativestochastic integral
Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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