scientific article; zbMATH DE number 4122983
From MaRDI portal
Publication:4735879
Recommendations
- Calculus on Poisson Manifolds
- On the integration of Poisson homogeneous spaces
- Integration on differential spaces
- scientific article; zbMATH DE number 3017787
- scientific article; zbMATH DE number 278816
- Poisson integrals and nontangential limits
- Poisson Integrals of Riemann Integrable Functions
- scientific article; zbMATH DE number 961212
- scientific article; zbMATH DE number 4140152
- Poisson Integrals of Regular Functions
Cited in
(45)- Using moment approximations to study the density of jump driven SDEs
- Regularity of the law of stochastic differential equations with jumps under Hörmander's conditions: the lent particle method
- Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces
- scientific article; zbMATH DE number 6308085 (Why is no real title available?)
- scientific article; zbMATH DE number 4078411 (Why is no real title available?)
- scientific article; zbMATH DE number 4066052 (Why is no real title available?)
- Differential equations with boundary conditions perturbed by a Poisson noise.
- scientific article; zbMATH DE number 4074059 (Why is no real title available?)
- The full moment problem on subsets of probabilities and point configurations
- Malliavin Monte Carlo Greeks for jump diffusions
- A Malliavin calculus approach to sensitivity analysis in insurance
- Analysis and geometry on configuration spaces
- Sensitivity analysis for averaged asset price dynamics with gamma processes
- Differential calculus relative to some point processes
- Anticipative Markovian transformations on the Poisson space.
- Poisson path integrals of the ``Riemann kind
- Partial mixing and Edgeworth expansion
- Differentiable measures and the Malliavin calculus
- A transfer principle from Wiener to Poisson space and applications
- Calculus on Poisson Manifolds
- Girsanov theorem for anticipative shifts on Poisson space
- Duality formulas on the Poisson space
- Integration by parts for Poisson processes
- Error calculus and regularity of Poisson functionals: The lent particle method
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
- Hypoellipticity and parabolic hypoellipticity of nonlocal operators under Hörmander's condition
- Extended covariance identities and inequalities
- A calculus on Fock space and its probabilistic interpretations
- Stochastic derivative of Poisson polynomial functionals and its application
- Existence and smoothness of the densities of stochastic functional differential equations with jumps
- Integration by parts formula for locally smooth laws and applications to sensitivity computations
- Enlargement of filtration on Poisson space: a Malliavin calculus approach
- Connections and curvature in the Riemannian geometry of configuration spaces
- De Rham-Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space
- Application of the lent particle method to Poisson-driven SDEs
- Jumping SDEs: absolute continuity using monotonicity.
- Third cumulant Stein approximation for Poisson stochastic integrals
- Wick product and stochastic partial differential equations with Poisson measure
- Sensitivity analysis and density estimation for finite-time ruin probabilities
- Integration by Parts for Point Processes and Monte Carlo Estimation
- On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space
- Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps
- Reciprocal class of jump processes
- Elements of Poisson integral calculus and quantum mechanics
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4735879)
