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Differential calculus relative to some point processes - MaRDI portal

Differential calculus relative to some point processes (Q1903166)

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scientific article; zbMATH DE number 820289
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English
Differential calculus relative to some point processes
scientific article; zbMATH DE number 820289

    Statements

    Differential calculus relative to some point processes (English)
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    11 January 1996
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    differential calculus on Wiener space
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    Poisson space
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    stochastic calculus of variations
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    point process
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    compensator
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