Poisson process Fock space representation, chaos expansion and covariance inequalities

Probability Theory and Related Fields

Volumn 150, Issue 3, 2011, Pages 663-690

  Last, Günter ^a   Penrose, Mathew D ^b  

^a KARLSRUHE INSTITUTE OF TECHNOLOGY   (Germany)

^b University of Bath   (United Kingdom)

Author keywords

Chaos expansion; Derivative operator; Infinitely divisible random measure; Kabanov Skorohod integral; Malliavin calculus; Poincar inequality; Poisson process; Variance inequalities

Indexed keywords

EID: 79952897621     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-010-0288-5     Document Type: Article

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