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Volumn 46, Issue 1, 2002, Pages 27-48

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

Author keywords

Chaotic decompositions; Poisson process; Stochastic analysis

Indexed keywords


EID: 2442489683     PISSN: 02141493     EISSN: None     Source Type: Journal    
DOI: 10.5565/PUBLMAT_46102_03     Document Type: Article
Times cited : (6)

References (9)
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    • (1988) Stochastics, Algebra and Analysis in Classical and Quantum Dynamics , vol.59 , pp. 63-73
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  • 2
    • 0000668168 scopus 로고
    • Integration by parts for Poisson processes
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    • Elliott, R.J.1    Tsoi, A.H.2
  • 3
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    • Generalized Poisson functionals
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    • Ito, Y.1
  • 4
    • 24444456338 scopus 로고    scopus 로고
    • The chaos decomposition of functionals of the jump times for the Poisson process over a compact time interval
    • (Guanajuato), Aportaciones Mat. Investig., Soc. Mat. Mexicana, México
    • J. A. LEÓN, J. L. SOLÉ AND J. VIVES, The chaos decomposition of functionals of the jump times for the Poisson process over a compact time interval, in: "Stochastic models" (Guanajuato, 1998), Aportaciones Mat. Investig. 14, Soc. Mat. Mexicana, México, 1998, pp. 269-282.
    • (1998) Stochastic Models , vol.14 , pp. 269-282
    • León, J.A.1    Solé, J.L.2    Vives, J.3
  • 5
    • 24544450435 scopus 로고    scopus 로고
    • The chaos decomposition of the jump times for the Poisson process over a compact time interval
    • (Guanajuato), Aportaciones Mat. Notas Investigación, Soc. Mat. Mexicana, México
    • J. A. LEÓN AND C. TUDOR, The chaos decomposition of the jump times for the Poisson process over a compact time interval, in: "Fourth Symposium on Probability Theory and Stochastic Processes" (Guanajuato, 1996), Aportaciones Mat. Notas Investigación 12, Soc. Mat. Mexicana, México, 1996, pp. 137-146.
    • (1996) Fourth Symposium on Probability Theory and Stochastic Processes , vol.12 , pp. 137-146
    • León, J.A.1    Tudor, C.2
  • 6
    • 0000568691 scopus 로고
    • Anticipative calculus for the Poisson process based on the Fock space
    • Lecture Notes in Math., Springer, Berlin
    • D. NUALART AND J. VIVES, Anticipative calculus for the Poisson process based on the Fock space, in: "Séminaire de Probabilités, XXIV, 1988/89", Lecture Notes in Math. 1426, Springer, Berlin, 1990, pp. 154-165.
    • (1990) Séminaire de Probabilités, XXIV, 1988/89 , vol.1426 , pp. 154-165
    • Nualart, D.1    Vives, J.2
  • 7
    • 0002514443 scopus 로고
    • Chaotic and variational calculus in discrete and continuous time for the Poisson process
    • N. PRIVAULT, Chaotic and variational calculus in discrete and continuous time for the Poisson process, Stochastics Stochastics Rep. 51(1-2) (1994), 83-109.
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    • Privault, N.1
  • 8
    • 0041992539 scopus 로고    scopus 로고
    • Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
    • N. PRIVAULT, Multiple stochastic integral expansions of arbitrary Poisson jump times functionals, Statist. Probab. Lett. 43(2) (1999), 179-188.
    • (1999) Statist. Probab. Lett. , vol.43 , Issue.2 , pp. 179-188
    • Privault, N.1
  • 9
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    • Connection parallel transport, curvature and energy identities on spaces of configurations
    • N. PRIVAULT, Connection, parallel transport, curvature and energy identities on spaces of configurations, C. R. Acad. Sci. Paris Sér. I Math. 330(10) (2000), 899-904.
    • (2000) C. R. Acad. Sci. Paris Sér. I Math. , vol.330 , Issue.10 , pp. 899-904
    • Privault, N.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.