Enlargement of filtration on Poisson space: a Malliavin calculus approach
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Publication:5086442
DOI10.1080/17442508.2017.1415340zbMath1498.60190OpenAlexW2781799861MaRDI QIDQ5086442
Sheung Chi Phillip Yam, John A. Wright, Zheng Zhang
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2017.1415340
Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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