On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process (Q5746516)
From MaRDI portal
scientific article; zbMATH DE number 6259452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process |
scientific article; zbMATH DE number 6259452 |
Statements
On Chaos Representation and Orthogonal Polynomials for the Doubly Stochastic Poisson Process (English)
0 references
19 February 2014
0 references
doubly stochastic Poisson process
0 references
Cox process
0 references
orthogonal polynomials
0 references
non-anticipating derivative
0 references
Malliavin derivative
0 references
Clark-Ocone formula
0 references
martingale random fields
0 references
