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Statistics and Probability Letters
Volumn 43, Issue 2, 1999, Pages 179-188
Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
Author keywords

60H05; 60J75; Fock space; Poisson process; Wiener chaos
Indexed keywords

EID: 0041992539     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00257-0     Document Type: Article
Times cited : (5)
References (9)
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  • 3
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    • The chaos decomposition of the jump times for the Poisson process over a compact time interval
    • In: Gorostiza, L.G., León, J.A., López-Mimbela, J.A. (Eds.), Guanajuato. Sociedad Matemática Mexicana
    • León, J., Tudor, C., 1996. The chaos decomposition of the jump times for the Poisson process over a compact time interval. In: Gorostiza, L.G., León, J.A., López-Mimbela, J.A. (Eds.), IV Simposio de Probabilidad y Procesos Estocásticos, Aportaciones Matemáticas, vol. 12, Guanajuato. Sociedad Matemática Mexicana, pp. 137-146.
    • (1996) IV Simposio de Probabilidad Y Procesos Estocásticos, Aportaciones Matemáticas , vol.12 , pp. 137-146
    • León, J.1    Tudor, C.2
  • 4
    • 0003326139 scopus 로고
    • The Malliavin Calculus and Related Topics
    • Springer, Berlin
    • Nualart, D., 1995. The Malliavin Calculus and Related Topics. Probability and its Applications. Springer, Berlin.
    • (1995) Probability and Its Applications
    • Nualart, D.1
  • 5
    • 0000568691 scopus 로고
    • Anticipative calculus for the Poisson process based on the Fock space
    • In: Azéma, J., Meyer, P.A., Yor, M., (Eds.), Springer, Berlin
    • Nualart, D., Vives, J., 1990. Anticipative calculus for the Poisson process based on the Fock space. In: Azéma, J., Meyer, P.A., Yor, M., (Eds.), Séminaire de Probabilités XXIV, Lecture Notes in Mathematics, vol. 1426. Springer, Berlin, pp. 154-165.
    • (1990) Séminaire de Probabilités XXIV, Lecture Notes in Mathematics , vol.1426 , pp. 154-165
    • Nualart, D.1    Vives, J.2
  • 6
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    • Formules de dualité sur l'espace de Poisson
    • Picard, J., 1996. Formules de dualité sur l'espace de Poisson. Ann. Inst. H. Poincaré Probab. Statist. 32 (4), 509-548.
    • (1996) Ann. Inst. H. Poincaré Probab. Statist. , vol.32 , Issue.4 , pp. 509-548
    • Picard, J.1
  • 7
    • 0002514443 scopus 로고
    • Chaotic and variational calculus in discrete and continuous time for the Poisson process
    • Privault, N., 1994. Chaotic and variational calculus in discrete and continuous time for the Poisson process. Stochastics Stochastics Rep. 51, 83-109.
    • (1994) Stochastics Stochastics Rep. , vol.51 , pp. 83-109
    • Privault, N.1
  • 8
    • 0038654667 scopus 로고
    • Homogeneous chaos revisited
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    • Stroock, D., 1987. Homogeneous chaos revisited. In: Séminaire de Probabilités XXI, Lecture Notes in Mathematics, vol. 1247. Springer, Berlin.
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  • 9
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    • On multiple Poisson stochastic integrals and associated Markov semi-groups
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    • Surgailis, D.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.