Poisson stochastic integration in Banach spaces
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Publication:388999
DOI10.1214/EJP.v18-2945zbMath1285.60049arXiv1307.7901MaRDI QIDQ388999
Sjoerd Dirksen, Jan Maas, J. M. A. M. van Neerven
Publication date: 17 January 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.7901
Malliavin calculusstochastic integrationPoisson random measureUMD Banach spacesClark-Ocone representation theoremmartingale typestochastic convolutions
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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