A chaos approach to the anticipating calculus for the poisson process
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Publication:4385258
DOI10.1080/17442509808834134zbMath0904.60037OpenAlexW2127331091MaRDI QIDQ4385258
Constantin Tudor, Jorge A. Leon
Publication date: 18 January 1999
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509808834134
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Related Items (4)
Anticipating integrals and martingales on the Poisson space ⋮ An anticipating calculus for square integrable pure jump Levy processes ⋮ Local Malliavin calculus for Lévy processes and applications ⋮ A calculus on Fock space and its probabilistic interpretations
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