scientific article; zbMATH DE number 797357

MaRDI QIDQ4848517zbMATH OpenFDO

Authors David Nualart, Josep Vives

Publication date 27 January 1997

zbMATH Keywords

chaos expansionsFock spacePoisson processstochastic calculus of variations

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited in

(23)

• Integration by parts for Poisson processes
• Analysis and geometry on configuration spaces
• Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos
• On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space
• Differential calculus relative to some point processes
• Duality formulas on the Poisson space
• On the existence of smooth densities for jump processes
• Poisson stochastic integration in Hilbert spaces.
• The full moment problem on subsets of probabilities and point configurations
• Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates
• The Itô-Ventzell formula and forward stochastic differential equations driven by Poisson random measures
• Smoothness of the law of manifold-valued Markov processes with jumps
• On a relation between intrinsic and extrinsic Dirichlet forms for interacting particle systems
• Statistical inference and Malliavin calculus
• scientific article; zbMATH DE number 996318 (Why is no real title available?)
• scientific article; zbMATH DE number 4092497 (Why is no real title available?)
• Girsanov identities for Poisson measures under quasi-nilpotent transformations
• Connections and curvature in the Riemannian geometry of configuration spaces
• Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments
• Stein estimation of Poisson process intensities
• Regularization lemmas and convergence in total variation
• Moment identities for Poisson-Skorohod integrals and application to measure invariance
• Dimension free and infinite variance tail estimates on Poisson space

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