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
Günter Last, Bocconi & Springer Series, 7, Stochastic Analysis for Poisson Point Processes, 2016, 1
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
Günter Last, Mathew D. Penrose, “Poisson process Fock space representation, chaos expansion and covariance inequalities”, Probab. Theory Relat. Fields, 150:3-4 (2011), 663
Peccati Giovanni, Cengbo Zheng, “Multi-Dimensional Gaussian Fluctuations on the Poisson Space”, Electron. J. Probab., 15:none (2010)
Aleh Yablonski, “The Calculus of Variations for Processes with Independent Increments”, Rocky Mountain J. Math., 38:2 (2008)
Constantin Tudor, “An anticipating calculus for square integrable pure jump Levy processes”, Random Operators and Stochastic Equations, 15:1 (2007), 1
Peccati Giovanni, Murad Taqqu, “Stable convergence of generalized $L^2$ stochastic integrals and the principle of conditioning”, Electron. J. Probab., 12:none (2007)
Giovanni Peccati, Ciprian A. Tudor, “Anticipating integrals and martingales on the Poisson space”, Random Operators and Stochastic Equations, 15:4 (2007), 327
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