Wick product and stochastic partial differential equations with Poisson measure

DOI10.5802/ambp.94zbMath0897.60066OpenAlexW2332745862MaRDI QIDQ1381931

Azzouz Dermoune

Publication date: 30 September 1998

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AMBP_1997__4_2_11_0

zbMATH Keywords

Wick productPoisson measurestochastic integral

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

A pathwise approach to backward and forward stochastic differential equations on the poisson space^*

Cites Work

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• Stochastic calculus with anticipating integrands
• Linear stochastic differential equations and Wick products
• Generalized Brownian functionals and the solution to a stochastic partial differential equation
• Non-commutative Burgers equation
• The burgers equation with a noisy force and the stochastic heat equation

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