A representation formula for poisson functionals

DOI10.1080/17442509408833941zbMath0857.60048OpenAlexW2014622813MaRDI QIDQ4885234

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Publication date: 15 July 1996

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833941

zbMATH Keywords

Poisson processchaos decompositionSkorokhod integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Stochastic calculus with anticipating integrands
• Stochastic integral representation of some martingales
• Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
• Martingales of Wiener and Poisson Processes
• Unnamed Item