A pathwise approach to backward and forward stochastic differential equations on the poisson space*
type: Item
instance of: scholarly article
title: A pathwise approach to backward and forward stochastic differential equations on the poisson space*
zbMATH Open document ID: 0999.60077
DOI: 10.1081/SAP-120000223
author: Josép Lluis Solé
author: Josep Vives
author: Jorge A. Leon
published in: Stochastic Analysis and Applications
publication date: 2002-12-02T00:00:00Z
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H25
zbMATH DE Number: 1679484
zbMATH Keywords: Poisson process
zbMATH Keywords: forward integral
zbMATH Keywords: backward integral
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: chaos decomposition
MaRDI profile type: Publication
cites work: Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
cites work: Wick product and stochastic partial differential equations with Poisson measure
cites work: On certain relations between the path integrals and the translation operator and its dual in canonical Poisson space
cites work: Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos
cites work: Transformations and anticipative equations for Poisson processes
cites work: Forward, backward and symmetric stochastic integration
full work available at URL: sap-120000223
OpenAlex ID: W2088298952
description: scientific article; zbMATH DE number 1679484