Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
نویسنده
چکیده
We compute the Wiener-Poisson expansion of square-integrable functionals of a nite number of Poisson jump times in series of multiple Poisson stochastic integrals.
منابع مشابه
Distribution-valued Iterated Gradient and Chaotic Decompositions of Poisson Jump times Functionals
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