Distributions sur l'espace de P. Lévy et calcul stochastique. (Distributions on P. Lévy's space and stochastic calculus)

Publication date: 1990

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1990__26_1_101_0

zbMATH Keywords

stochastic calculus distributions on Wiener spaces Lévy's space

Mathematics Subject Classification ID

Stochastic analysis (60H99)

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Chaotic and predictable representations for Lévy processes. ⋮ The chaotic-representation property for a class of normal martingales ⋮ Wick theorems in non-Gaussian white noise calculus ⋮ Wick calculus on spaces of generalized functions of compound Poisson white noise ⋮ On extended stochastic integrals with respect to Lévy processes ⋮ An application in stochastics of the Laguerre-type polynomials ⋮ Differentiable measures and the Malliavin calculus

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