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Chaotic and variational calculus in discrete and continuous time for the poisson process

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References

1991Dirichlet Forms and Analysis on Wiener Space541 cited
1984Lectures on Stochastic Differential Equations and Malliavin Calculus271 cited
1991Malliavin calculus for processes with jumps263 cited
1970The Representation of Functionals of Brownian Motion by Stochastic Integrals233 cited
1990Anticipative calculus for the poisson process based on the fock space143 cited
1990Differential Calculus and Integration by Parts on Poisson Space98 cited

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2004Martingale Representation of Functionals of Lévy Processes62 cited
2004Computations of Greeks in a market with jumps via the Malliavin calculus61 cited
2004Partial mixing and Edgeworth expansion30 cited

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