Anticipative calculus with respect to filtered Poisson processes

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 42, Issue 3, 2006, Pages 343-372

  Decreusefond, Laurent ^a,b   Savy, Nicolas ^c  

^a INSTITUT TELECOM   (France)

^b CNRS   (France)

^c UNIVERSITÉ DE RENNES 1   (France)

Author keywords

Anticipative calculus; Malliavin calculus; Poisson process; Shot noise process; Stochastic integral

Indexed keywords

EID: 33645320236     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2005.03.005     Document Type: Article

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