1. Günter Last, Giovanni Peccati, Matthias Schulte, “Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization”, Probab. Theory Relat. Fields, 165:3-4 (2016), 667  crossref
  2. Günter Last, Bocconi & Springer Series, 7, Stochastic Analysis for Poisson Point Processes, 2016, 1  crossref
  3. Günter Last, Mathew D. Penrose, “Martingale representation for Poisson processes with applications to minimal variance hedging”, Stochastic Processes and their Applications, 121:7 (2011), 1588  crossref
  4. Günter Last, Mathew D. Penrose, “Poisson process Fock space representation, chaos expansion and covariance inequalities”, Probab. Theory Relat. Fields, 150:3-4 (2011), 663  crossref
  5. Peccati Giovanni, Cengbo Zheng, “Multi-Dimensional Gaussian Fluctuations on the Poisson Space”, Electron. J. Probab., 15:none (2010)  crossref
  6. Aleh Yablonski, “The Calculus of Variations for Processes with Independent Increments”, Rocky Mountain J. Math., 38:2 (2008)  crossref
  7. Constantin Tudor, “An anticipating calculus for square integrable pure jump Levy processes”, Random Operators and Stochastic Equations, 15:1 (2007), 1  crossref
  8. Peccati Giovanni, Murad Taqqu, “Stable convergence of generalized $L^2$ stochastic integrals and the principle of conditioning”, Electron. J. Probab., 12:none (2007)  crossref
  9. Giovanni Peccati, Ciprian A. Tudor, “Anticipating integrals and martingales on the Poisson space”, Random Operators and Stochastic Equations, 15:4 (2007), 327  crossref
  10. GIULIA DI NUNNO, THILO MEYER-BRANDIS, BERNT ØKSENDAL, FRANK PROSKE, “MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 08:02 (2005), 235  crossref
  11. Б. Юксендал, А. Сулем, “Управление с частичным наблюдением в предваряющем окружении”, УМН, 59:2(356) (2004), 161–184  mathnet  crossref  mathscinet  zmath  adsnasa; B. Øksendal, A. Sulem, “Partial observation control in an anticipating environment”, Russian Math. Surveys, 59:2 (2004), 355–375  crossref  isi
  12. А. М. Вершик, Н. В. Цилевич, “Фоковские факторизации и разложения пространств $L^2$ над общими процессами Леви”, УМН, 58:3(351) (2003), 3–50  mathnet  crossref  mathscinet  zmath  adsnasa; A. M. Vershik, N. V. Tsilevich, “Fock factorizations, and decompositions of the $L^2$ spaces over general Lévy processes”, Russian Math. Surveys, 58:3 (2003), 427–472  crossref  isi  elib
  13. Jorge A. León, Constantin Tudor, “Chaos decomposition of stochastic bilinear equations with drift in the first Poisson–Itô chaos”, Statistics & Probability Letters, 48:1 (2000), 11  crossref
  14. Nicolas Privault, Seminar on Stochastic Analysis, Random Fields and Applications, 1999, 249  crossref
  15. Nicolas Privault, “Multiple stochastic integral expansions of arbitrary Poisson jump times functionals”, Statistics & Probability Letters, 43:2 (1999), 179  crossref
  16. Francesco Russo, Pierre Vallois, “Product of two multiple stochastic integrals with respect to a normal martingale”, Stochastic Processes and their Applications, 73:1 (1998), 47  crossref
  17. Jorge A. León, Constantin Tudor, “A chaos approach to the anticipating calculus for the poisson process”, Stochastics and Stochastic Reports, 62:3-4 (1998), 217  crossref
  18. “Book Reviews”, Journal of the American Statistical Association, 93:443 (1998), 1231  crossref
  19. Josep Lluis Solé, Frederic Utzet, Lecture Notes in Mathematics, 1485, Séminaire de Probabilités XXV, 1991, 270  crossref
  20. David Nualart, Josep Vives, Lecture Notes in Mathematics, 1426, Séminaire de Probabilités XXIV 1988/89, 1990, 155  crossref
1
2
Следующая