An Analytic Approach to Stochastic Calculus
نویسنده
چکیده
Version française abrégée Soit G un groupe de Lie connexe de dimension d dont l’algèbre de Lie G a pour base (X1, . . . , Xd). Soient (Bt)t∈IR+ un mouvement brownien à valeurs dans G, et N une mesure aléatoire de Poisson sur G× IR+, d’intensité μ(dσ)dt. Soit H l’ensemble des fonctions de Cc(G× IR+) qui s’annulent sur {e} × IR+ et telles que σ 7→ f(σ, t) est différentiable en e, t ∈ IR+. Nous définissons l’intégrale stochastique compensée des processus adaptés dans L(Ω)⊗H par ∫
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