Distributions sur l'espace de P. Lévy et calcul stochastique. (Distributions on P. Lévy's space and stochastic calculus) (Q913368)
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scientific article; zbMATH DE number 4147234
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distributions sur l'espace de P. Lévy et calcul stochastique. (Distributions on P. Lévy's space and stochastic calculus) |
scientific article; zbMATH DE number 4147234 |
Statements
Distributions sur l'espace de P. Lévy et calcul stochastique. (Distributions on P. Lévy's space and stochastic calculus) (English)
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1990
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The calculi of distributions on Wiener spaces and on Poisson spaces are combined to study the distributions on the P. Lévy space of a centred second order process \(X_ t\), \(t\in (0,\infty)\), assuming a cadlag version and without fixed discontinuities. The results are used to extend the stochastic calculus with respect to such processes.
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Lévy's space
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distributions on Wiener spaces
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stochastic calculus
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