The Lent Particle Method, Application to Multiple Poisson Integrals

zbMath1393.60053arXiv1004.2819MaRDI QIDQ4581150

Nicolas Bouleau

Publication date: 23 August 2018

Full work available at URL: https://arxiv.org/abs/1004.2819

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J45: Probabilistic potential theory

60H05: Stochastic integrals

60G57: Random measures