Poisson imbedding meets the Clark-Ocone formula

arXiv2404.07541MaRDI QIDQ6530128

Thomas Peyrat, Anthony Réveillac, Caroline Hillairet

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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