The exponential space of an \(L^ 2\)-stochastic process with independent increments

DOI10.1016/0167-7152(88)90101-0zbMath0647.60055OpenAlexW2045506387MaRDI QIDQ1104636

Victor Perez-Abreu

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90101-0

zbMATH Keywords

homogeneous chaosPoisson random measuremultiple Poisson integrals

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic integrals (60H05) Random measures (60G57) Markov processes (60J99)

Related Items (1)

On theL²-Theory of product stochastic measures and multiple wiener–ito integrals

Cites Work

• Invariance principle for symmetric statistics
• The Malliavin calculus
• Multiple Wiener integral
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The exponential space of an \(L^ 2\)-stochastic process with independent increments