Conditional Calculus on Poisson Space and Enlargement of Filtration
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Publication:4795546
DOI10.1081/SAP-120017538zbMath1027.60054MaRDI QIDQ4795546
Mounir Mensi, Nicolas Privault
Publication date: 24 February 2003
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
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Cites Work
- Semi-martingales et grossissement d'une filtration
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- Analysis and geometry on configuration spaces
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
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