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Volumn 8, Issue 4, 1998, Pages 325-343

Absolute Continuity in Infinite Dimensions and Anticipating Stochastic Calculus

Author keywords

Absolute continuity; Change of variables; Malliavin calculus; Point processes

Indexed keywords


EID: 0032373581     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008677203915     Document Type: Article
Times cited : (7)

References (22)
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    • Ocone, D.1
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    • Chaotic and variational calculus in discrete and continuous time for the Poisson process
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    • (1994) Stochastics and Stochastics Reports , vol.51 , pp. 83-109
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  • 17
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    • Girsanov Theorem for anticipative shifts on Poisson space
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.