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Publication:3605607
zbMath1159.60023MaRDI QIDQ3605607
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Publication date: 24 February 2009
Full work available at URL: http://www.rmi.ge/proceedings/volumes/pdf/v143-3.pdf
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stochastic integralpredictable projectioncompensated Poisson processstochastic derivativeOcone-Haussmann-Clark formula
Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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