On Poisson and composed Poisson stochastic set functions
A. Prékopa (1957)
Studia Mathematica
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Displaying similar documents to “Wick product and stochastic partial differential equations with Poisson measure”
On Poisson and composed Poisson stochastic set functions
Poisson stochastic integration in Hilbert spaces
Nicolas Privault, Jiang-Lun Wu (1999)
Annales mathématiques Blaise Pascal
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Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals.
Nicolas Privault (2002)
Publicacions Matemàtiques
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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.
An operator-valued stochastic integral, II
D. Kannan (1972)
Annales de l'I.H.P. Probabilités et statistiques
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Some theoretical results about the distribution of a doubly stochastic Poisson process.
Francisco Jiménez Gómez, Mariano J. Valderrama Bonnet (1992)
Extracta Mathematicae
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Anticipative calculus with respect to filtered Poisson processes
L. Decreusefond, N. Savy (2006)
Annales de l'I.H.P. Probabilités et statistiques
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On the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane's stochastic integral equations.
Adrian Constantin (1994)
Publicacions Matemàtiques
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In this paper we use the Schauder fixed point theorem and methods of integral inequalities in order to prove a result on the existence, uniqueness and parametric dependence on the coefficients of the solution processes in McShane stochastic integral equations.