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| Home > Articles > Published articles > Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals |
| Home > Articles > Published articles > Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals |
| Date: | 2002 |
| Abstract: | We define a class of distributions on Poisson space which allows to iterate a modification of the gradient of [1]. As an application we obtain, with relatively short calculations, a formula for the chaos expansion of functionals of jump times of the Poisson process. |
| Rights: | Tots els drets reservats.  |
| Language: | Anglès |
| Document: | Article ; recerca ; Versió publicada |
| Published in: | Publicacions matemàtiques, V. 46 N. 1 (2002) , p. 27-48, ISSN 2014-4350 |
