Combinatorics of Poisson stochastic integrals with random integrands
نویسنده
چکیده
We present a self-contained account of recent results on moment identities for Poisson stochastic integrals with random integrands, based on the use of functional transforms on the Poisson space. This presentation relies on elementary combinatorics based on the Faà di Bruno formula, partitions and polynomials, which are used together with multiple stochastic integrals, finite difference operators and integration by parts.
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