Anticipative calculus with respect to filtered Poisson processes

L. Decreusefond; N. Savy

Annales de l'I.H.P. Probabilités et statistiques (2006)

  • Volume: 42, Issue: 3, page 343-372
  • ISSN: 0246-0203

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Decreusefond, L., and Savy, N.. "Anticipative calculus with respect to filtered Poisson processes." Annales de l'I.H.P. Probabilités et statistiques 42.3 (2006): 343-372. <http://eudml.org/doc/77899>.

@article{Decreusefond2006,
author = {Decreusefond, L., Savy, N.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Malliavin calculus; shot-noise process; stochastic integral},
language = {eng},
number = {3},
pages = {343-372},
publisher = {Elsevier},
title = {Anticipative calculus with respect to filtered Poisson processes},
url = {http://eudml.org/doc/77899},
volume = {42},
year = {2006},
}

TY - JOUR
AU - Decreusefond, L.
AU - Savy, N.
TI - Anticipative calculus with respect to filtered Poisson processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2006
PB - Elsevier
VL - 42
IS - 3
SP - 343
EP - 372
LA - eng
KW - Malliavin calculus; shot-noise process; stochastic integral
UR - http://eudml.org/doc/77899
ER -

References

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