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)

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