Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos

DOI10.1016/S0167-7152(99)00185-6zbMath0957.60068OpenAlexW2034202762MaRDI QIDQ1567317

Constantin Tudor, Jorge A. Leon

Publication date: 29 March 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00185-6

zbMATH Keywords

anticipating equationscanonical Poisson spacePoisson-Itô chaos decomposition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items

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

Cites Work

• Large deviations for a class of chaos expansions
• Strong solutions of anticipating stochastic differential equations on the Poisson space
• Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
• On Extended Stochastic Intervals
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