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THE ITÔ-VENTZELL FORMULA AND FORWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY POISSON RANDOM MEASURES
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References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 1997Processes of normal inverse Gaussian type1,224 cited
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  • 1993Forward, backward and symmetric stochastic integration318 cited
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  • 1998A Remark on the Equivalence between Poisson and Gaussian Stochastic Partial Differential Equations57 cited
  • 1995A Duality Formula on the Poisson Space and Some Applications

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49 cited
  • 2004White Noise of Poisson Random Measures44 cited
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