Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments

DOI10.1007/978-3-319-05233-5_4zbMath1528.60056OpenAlexW2495126403MaRDI QIDQ6089027

Josep Lluís Solé, Frederic Utzet

Publication date: 17 November 2023

Published in: Stochastic Analysis for Poisson Point Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-05233-5_4

zbMATH Keywords

Malliavin calculusrandom measurePoisson random measurequotient operatorindependent increment

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57)

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