Anticipative calculus for the Poisson process based on the Fock space
Séminaire de probabilités de Strasbourg (1990)
- Volume: 24, page 154-165
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topNualart, David, and Vives, Josep. "Anticipative calculus for the Poisson process based on the Fock space." Séminaire de probabilités de Strasbourg 24 (1990): 154-165. <http://eudml.org/doc/113713>.
@article{Nualart1990,
author = {Nualart, David, Vives, Josep},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {anticipative calculus; Fock space; Poisson space; Clark's formula},
language = {eng},
pages = {154-165},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Anticipative calculus for the Poisson process based on the Fock space},
url = {http://eudml.org/doc/113713},
volume = {24},
year = {1990},
}
TY - JOUR
AU - Nualart, David
AU - Vives, Josep
TI - Anticipative calculus for the Poisson process based on the Fock space
JO - Séminaire de probabilités de Strasbourg
PY - 1990
PB - Springer - Lecture Notes in Mathematics
VL - 24
SP - 154
EP - 165
LA - eng
KW - anticipative calculus; Fock space; Poisson space; Clark's formula
UR - http://eudml.org/doc/113713
ER -
References
top- 1. Eric A. Carlen and E. Pardoux, Differential Calculus and Integration by parts on Poisson space, preprint. Zbl0685.60056MR1052702
- 2. A. Dermoune, P. Kree and L. Wu, Calcul stochastique non adapté par rapport a la mesure aléatoire de Poisson, in "Séminaire de Probabilités XXII, Lecture Notes in Mathematics1321," pp. 477-484. Zbl0653.60045MR960543
- 3. B. Gaveau, P. Trauber, L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel., J. Funct. Anal.46 (1982), 230-238. Zbl0488.60068MR660187
- 4. Yu.M. Kabanov, On extended stochastic integrals, Theory of Probability and its Applications20, 4 (1975), 710-722. Zbl0355.60047MR397877
- 5. J. Neveu, Processus Ponctuels., in "École d'Eté de Saint Flour 6, Lecture Notes in Math.598, Springer1977, 1976. Zbl0439.60044MR474493
- 6. D. Nualart and E. Pardoux, Stochastic Calculus with Anticipating Integrands, Probability Theory and Related Fields78 (1988), 535-581. Zbl0629.60061MR950346
- 7. D. Nualart and M. Zakai, Generalized Stochastic Integrals and the Malliavin Calculus, Probability Theory and Related Fields73 (1986), 255-280. Zbl0601.60053MR855226
- 8. H. Ogura, Orthogonal functionals of the Poisson processes, Trans IEEE Inf. Theory, IT-18,4 (1972), 473-481. Zbl0244.60044MR404572
- 9. J. Ruiz de Chavez, Sur la positivité de certains opérateurs, in "Séminaire de Probabilités XX, Lecture Notes in Mathematics1204," pp. 338-340. Zbl0649.60074MR942028
- 10. Skorohod A.V., On a generalization of a stochastic integral, Theor.Prob.Appl.20 (1975), 219-233. Zbl0333.60060MR391258
- 11. L. Wu, Construction de l'opérateur de Malliavin sur l'espace de Poisson, in "Séminaire de Probabilités XXI, Lectures Notes in Mathematics1247," pp. 100-113. Zbl0659.60079MR941978
Citations in EuDML Documents
top- Nicolas Privault, Splitting the conservation process into creation and annihilation parts
- L. Decreusefond, N. Savy, Anticipative calculus with respect to filtered Poisson processes
- A. Dermoune, Wick product and stochastic partial differential equations with Poisson measure
- Cécile Ané, Clark–Ocone formulas and Poincaré inequalities on the discrete cube
- Florent Nicaise, Anticipative direct transformations on the Poisson space
- Jean Picard, Formules de dualité sur l'espace de Poisson
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