Stochastic integral representation of multidimensional polynomial Poisson functionals

MaRDI QIDQ3655472zbMATH OpenFDO

Authors V. Jaoshvili, O. Purtukhia

Publication date 7 January 2010

zbMATH Keywords

Poisson processpredictable projectionstochastic derivative

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cited in

(6)

• Distribution functions of Poisson random integrals: analysis and computation
• Stochastic derivative of Poisson polynomial functionals and its application
• Stochastic integral representation of two-dimensional Poisson functionals
• An extension of the Ocone-Haussmann-Clark formula for the compensated Poisson processes
• Stochastic integral representation of functionals of Poisson processes
• A representation formula for poisson functionals

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