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In this paper we develop a representation formula of Clark-Ocone type for any integrable Poisson functionals, which extends the Poisson imbedding for point processes. This representation formula differs from the classical Clark-Ocone formula on three
Externí odkaz:
http://arxiv.org/abs/2404.07541
Autor:
Delcourt, Nicolas, Lagrange, Emmeline, Abadie, Eric, Fessard, Valérie, Frémy, Jean-Marc, Vernoux, Jean-Paul, Peyrat, Marie-Bénédicte, Maignien, Thomas, Arnich, Nathalie, Molgó, Jordi, Mattei, César
Publikováno v:
Marine Drugs; Aug2019, Vol. 17 Issue 8, p425-425, 1p
