A chaos approach to the anticipating calculus for the poisson process

DOI10.1080/17442509808834134MaRDI QIDQ4385258zbMATH OpenOpenAlexFDO

Authors Jorge A. Leon, Constantin Tudor

Publication date 18 January 1999

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509808834134

zbMATH Keywords

gradient operatorchaos divergencePoisson-Itô chaos decomposition

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 203211
• scientific article; zbMATH DE number 447039
• scientific article; zbMATH DE number 1552211
• Chaotic and variational calculus in discrete and continuous time for the poisson process
• Publication:3479316

Cited in

(11)

• Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals
• Anticipating integrals and martingales on the Poisson space
• An anticipating calculus for square integrable pure jump Levy processes
• scientific article; zbMATH DE number 4149279 (Why is no real title available?)
• Chaotic and variational calculus in discrete and continuous time for the poisson process
• Local Malliavin calculus for Lévy processes and applications
• Transformations and anticipative equations for Poisson processes
• scientific article; zbMATH DE number 447039 (Why is no real title available?)
• scientific article; zbMATH DE number 203211 (Why is no real title available?)
• A calculus on Fock space and its probabilistic interpretations
• Anticipative calculus with respect to filtered Poisson processes.

This page was built for publication: A chaos approach to the anticipating calculus for the poisson process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4385258)