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
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Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals.
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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)
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Francisco Jiménez Gómez, Mariano J. Valderrama Bonnet (1992)
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Anticipative calculus with respect to filtered Poisson processes
L. Decreusefond, N. Savy (2006)
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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)
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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.