A chaos approach to the anticipating calculus for the poisson process
Author:
Affiliation:
1. a Departamento de Matemáticas , Cinvestav-ipn and cimat , Apartado Postal 14-740, Mexico , 07000D. F., Mexico
2. b Faculty of Mathematics , University of Bucharest and cimat , Str. Academiei 14, Bucharest , Romania , 70109
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442509808834134
Reference21 articles.
1. Adams , R. A. 1975. “Sobolev Spaces”. New York-San Francisco London: Academic Press.
2. The Malliavin Calculus for Pure Jump Processes and Applications to Local Time
3. Bichteler , K. Gravereaux , J. B. and Jacod , J. 1987. “Malliavin Calculus for Processes with Jumps”. Gordon and Breach.
4. Calcul des variations stochastique et processus de sauts
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