Some relations between pathwise integrals and the translation operator and its dual in the canonical Poisson space.

Jorge A. León; Josep L. Solé; Josep Vives

Publicacions Matemàtiques (2000)

  • Volume: 44, Issue: 1, page 325-337
  • ISSN: 0214-1493

Abstract

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We study the relationship between the translation operator, its dual and the pathwise integral on the Poisson space with weak conditions on the processes.

How to cite

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León, Jorge A., Solé, Josep L., and Vives, Josep. "Sur certaines relations entre les intégrales trajectorielles et l'opérateur de translation et son dual dans l'espace de Poisson canonique.." Publicacions Matemàtiques 44.1 (2000): 325-337. <http://eudml.org/doc/41382>.

@article{León2000,
author = {León, Jorge A., Solé, Josep L., Vives, Josep},
journal = {Publicacions Matemàtiques},
keywords = {Procesos de Poisson; Ecuaciones diferenciales estocásticas; Operadores de traslación; Integración estocástica; Poisson process; Malliavin calculus; Skorokhod integral; forward integral; backward integral},
language = {fre},
number = {1},
pages = {325-337},
title = {Sur certaines relations entre les intégrales trajectorielles et l'opérateur de translation et son dual dans l'espace de Poisson canonique.},
url = {http://eudml.org/doc/41382},
volume = {44},
year = {2000},
}

TY - JOUR
AU - León, Jorge A.
AU - Solé, Josep L.
AU - Vives, Josep
TI - Sur certaines relations entre les intégrales trajectorielles et l'opérateur de translation et son dual dans l'espace de Poisson canonique.
JO - Publicacions Matemàtiques
PY - 2000
VL - 44
IS - 1
SP - 325
EP - 337
LA - fre
KW - Procesos de Poisson; Ecuaciones diferenciales estocásticas; Operadores de traslación; Integración estocástica; Poisson process; Malliavin calculus; Skorokhod integral; forward integral; backward integral
UR - http://eudml.org/doc/41382
ER -

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