Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals

DOI10.5565/PUBLMAT_46102_03zbMath1007.60089OpenAlexW2122631159MaRDI QIDQ699463

Nicolas Privault

Publication date: 1 December 2002

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/41549

zbMATH Keywords

Poisson processchaos expansion

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (2)

De Rham–Hodge decomposition and vanishing of harmonic forms by derivation operators on the Poisson space ⋮ The explicit chaotic representation of the powers of increments of Lévy processes

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