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Enlargement of filtration on Poisson space: a Malliavin calculus approach - MaRDI portal

Enlargement of filtration on Poisson space: a Malliavin calculus approach (Q5086442)

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scientific article; zbMATH DE number 7553381
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English
Enlargement of filtration on Poisson space: a Malliavin calculus approach
scientific article; zbMATH DE number 7553381

    Statements

    title
    Enlargement of filtration on Poisson space: a Malliavin calculus approach (English)
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    author
    John A. Wright
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    Sheung Chi Phillip Yam
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    Zheng Zhang
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    published in
    Stochastics
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    publication date
    5 July 2022
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    zbMATH Keywords
    enlargement of filtration
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    Poisson process
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    Malliavin calculus
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    Identifiers

    zbMATH DE Number
    7553381
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    OpenAlex ID
    W2781799861
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