Anticipative calculus with respect to filtered Poisson processes

Decreusefond, L.; Savy, N.

doi:10.1016/j.anihpb.2005.03.005

Decreusefond, L. ; Savy, N.

Annales de l'I.H.P. Probabilités et statistiques, Tome 42 (2006) no. 3, pp. 343-372.

MR Zbl

DOI : 10.1016/j.anihpb.2005.03.005

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     author = {Decreusefond, L. and Savy, N.},
     title = {Anticipative calculus with respect to filtered {Poisson} processes},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {343--372},
     publisher = {Elsevier},
     volume = {42},
     number = {3},
     year = {2006},
     doi = {10.1016/j.anihpb.2005.03.005},
     mrnumber = {2219714},
     zbl = {1095.60016},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.anihpb.2005.03.005/}
}

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Decreusefond, L.; Savy, N. Anticipative calculus with respect to filtered Poisson processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 42 (2006) no. 3, pp. 343-372. doi : 10.1016/j.anihpb.2005.03.005. http://www.numdam.org/articles/10.1016/j.anihpb.2005.03.005/

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