White noise of poisson random measures

Potential Analysis

Volumn 21, Issue 4, 2004, Pages 375-403

  Øksendal, Bernt ^a,b   Proske, Frank ^a  

^a UNIVERSITY OF OSLO   (Norway)

^b NORWEGIAN SCHOOL OF ECONOMICS   (Norway)

Author keywords

Chaos expansions; Generalized Clark Haussmann Ocone formula; L vy processes; Poisson random measures; Portfolios in financial markets; Stochastic derivatives; White noise

Indexed keywords

EID: 3242698537     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:POTA.0000034329.34647.fd     Document Type: Article

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