Differential calculus relative to some point processes

DOI10.1016/0167-7152(94)00177-AzbMath0832.60063OpenAlexW2052715074MaRDI QIDQ1903166

Azzouz Dermoune

Publication date: 11 January 1996

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

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00177-a

zbMATH Keywords

point processstochastic calculus of variationsPoisson spacecompensatordifferential calculus on Wiener space

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Unnamed Item
• Lectures on stochastic differential equations and Malliavin calculus
• Calcul des variations stochastique et processus de sauts
• Stochastic differential equations. An introduction with applications.

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