Intégrale multiple de Stratonovich pour le processus de Poisson

Josep Lluis Solé; Frederic Utzet

Séminaire de probabilités de Strasbourg (1991)

  • Volume: 25, page 270-283

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Solé, Josep Lluis, and Utzet, Frederic. "Intégrale multiple de Stratonovich pour le processus de Poisson." Séminaire de probabilités de Strasbourg 25 (1991): 270-283. <http://eudml.org/doc/113762>.

@article{Solé1991,
author = {Solé, Josep Lluis, Utzet, Frederic},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {multiple Stratonovich integral; multiple Itô-Poisson integral; Hu-Meyer formula; Charlier polynomials},
language = {eng},
pages = {270-283},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Intégrale multiple de Stratonovich pour le processus de Poisson},
url = {http://eudml.org/doc/113762},
volume = {25},
year = {1991},
}

TY - JOUR
AU - Solé, Josep Lluis
AU - Utzet, Frederic
TI - Intégrale multiple de Stratonovich pour le processus de Poisson
JO - Séminaire de probabilités de Strasbourg
PY - 1991
PB - Springer - Lecture Notes in Mathematics
VL - 25
SP - 270
EP - 283
LA - eng
KW - multiple Stratonovich integral; multiple Itô-Poisson integral; Hu-Meyer formula; Charlier polynomials
UR - http://eudml.org/doc/113762
ER -

References

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  3. [3] K. Ito, Multiple Wiener Integral. J.Math. Soc. Japan, 3 (1951), pp. 157-164. Zbl0044.12202MR44064
  4. [4] K. Ito, Spectral type of the shift transformations of differential processes with stationary increments. Trans. Amer. Math. Soc., Vol 81 (1956), pp. 253-263. Zbl0073.35303MR77017
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  7. [7] P.A. Meyer, Un cours sur les intégrales stochastiques. Sém. Prob. X, Lect. Notes in Math. 511, Springer-Verlag, 1976, pp.245-400. Zbl0374.60070MR501332
  8. [8] D. Nualart and E. Pardoux, Stochastic calculus with anticipating integrals. Probability Theory and Rel. Fields78 (1988), pp. 535-581. Zbl0629.60061MR950346
  9. [9] D. Nualart and M. Zakai, On the relation between the Stratonovich and Ogawa integrals. Ann. Prob. Vol 17, No 4 (1989), pp. 1536-1540. Zbl0683.60035MR1048944
  10. [10] H. Ogura, Orthogonal functionals of the Poisson process. IEEE Trans. Inf. Th.18 (1972), pp. 473-481. Zbl0244.60044MR404572
  11. [11] J. Rosinski and J. Szulga, Product random measures and double stochastic integrals. In, Martigale theory in harmonic analysis and Banach spaces. Lect. Notes in Math.939, Springer-Verlag, 1982, pp. 181-199. Zbl0499.60045MR668546
  12. [12] J. Ruiz De Chavez , Espaces de Fock pour les processus de Wiener et de Poissson. Sèm. Prob.XIX, Lect. Notes in Math.1123, Springer-Verlag, 1985, pp. 230-241. Zbl0563.60040MR889481
  13. [13] A. Segall and T. Kailath, Orthogonal functionals of independent increment processes. IEEE Trans. Inf. Th.22 (1976), pp. 287-298. Zbl0353.60080MR413257
  14. [14] J.Ll. Soleand F. Utzet, Stratonovich integral and trace. Stochastics and Stoc. Rep.29 (1990), pp. 203-220. Zbl0706.60056MR1041036
  15. [15] D. Surgailis, On multiple Poisson stochastic integrals and associated Markov semigroups. Prob Math. Stat.3 (1984), pp. 217-239. Zbl0548.60058MR764148

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