Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals

DOI10.5565/PUBLMAT_46102_03zbMATH Open1007.60089OpenAlexW2122631159MaRDI QIDQ699463FDOQ699463

Nicolas Privault

Publication date: 1 December 2002

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/41549

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zbMATH Keywords

Poisson processchaos expansion

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cited In (4)

• De Rham–Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space
• Title not available (Why is that?)
• Title not available (Why is that?)
• The explicit chaotic representation of the powers of increments of Lévy processes

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