Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals.
Publicacions Matemàtiques (2002)
- Volume: 46, Issue: 1, page 27-48
- ISSN: 0214-1493
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topPrivault, Nicolas. "Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals.." Publicacions Matemàtiques 46.1 (2002): 27-48. <http://eudml.org/doc/41549>.
@article{Privault2002,
abstract = {We define a class of distributions on Poisson space which allows to iterate a modification of the gradient of [1]. As an application we obtain, with relatively short calculations, a formula for the chaos expansion of functionals of jump times of the Poisson process.},
author = {Privault, Nicolas},
journal = {Publicacions Matemàtiques},
keywords = {Proceso de Markov; Procesos de Poisson; Funcionales; Integración estocástica; chaos expansion; Poisson process},
language = {eng},
number = {1},
pages = {27-48},
title = {Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals.},
url = {http://eudml.org/doc/41549},
volume = {46},
year = {2002},
}
TY - JOUR
AU - Privault, Nicolas
TI - Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals.
JO - Publicacions Matemàtiques
PY - 2002
VL - 46
IS - 1
SP - 27
EP - 48
AB - We define a class of distributions on Poisson space which allows to iterate a modification of the gradient of [1]. As an application we obtain, with relatively short calculations, a formula for the chaos expansion of functionals of jump times of the Poisson process.
LA - eng
KW - Proceso de Markov; Procesos de Poisson; Funcionales; Integración estocástica; chaos expansion; Poisson process
UR - http://eudml.org/doc/41549
ER -
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