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

DOI10.5565/PUBLMAT_46102_03MaRDI QIDQ699463zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

Poisson processchaos expansion

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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