Differential Calculus and Integration by Parts on Poisson Space-Reference-Cited by-同舟云学术

Differential Calculus and Integration by Parts on Poisson Space

Published:1990 Issue: Volume: Page:63-73
ISSN:
Container-title:Stochastics, Algebra and Analysis in Classical and Quantum Dynamics
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Author:

Carlen Eric A.,Pardoux Etienne

Publisher

Springer Netherlands

Link

http://link.springer.com/content/pdf/10.1007/978-94-011-7976-8_5.pdf

Reference11 articles.

1. K. Bichteler, J.B. Gravereaux, J. Jacod, Malliavin calculus for processes with jumps, Stochastics Monographs 2 Gordon & Breach (1987).

2. J.M. Bismut, Calcul des variations stochastique et processus de saut, Zeitschrift für Wahrschein. 63, 147–235 (1983).

3. N. Bouleau, F. Hisch, Propriétés d’absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques, in Séminaire de Probabilités XX, Lecture Notes in Mathematics 1204, 131–161 (1986).

4. M. Brown, Discrimination of Poisson processes, Ann. Math. Stat. 42, 773–776 (1971).

5. A. Dermoune, P. Krée, L. Wu, Calcul stochastique non adapté par rapport à la mesure de Poisson, in Séminaire de Probabilité XXII, to appear.

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