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