A chaos approach to the anticipating calculus for the poisson process

DOI10.1080/17442509808834134zbMATH Open0904.60037OpenAlexW2127331091MaRDI QIDQ4385258FDOQ4385258

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

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zbMATH Keywords

gradient operatorchaos divergencePoisson-Itô chaos decomposition

Mathematics Subject Classification ID

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

Cited In (11)

• Anticipating integrals and martingales on the Poisson space
• Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals
• An anticipating calculus for square integrable pure jump Levy processes
• Chaotic and variational calculus in discrete and continuous time for the poisson process
• Title not available (Why is that?)
• Local Malliavin calculus for Lévy processes and applications
• Transformations and anticipative equations for Poisson processes
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• A calculus on Fock space and its probabilistic interpretations
• Anticipative calculus with respect to filtered Poisson processes.

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