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22 p, 199.2 KB Distribution-valued iterated gradient and chaotic decompositions of Poisson jump times functionals / Privault, Nicolas
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.
2002 - 10.5565/PUBLMAT_46102_03
Publicacions matemàtiques, V. 46 N. 1 (2002) , p. 27-48  

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1 Privault, N.
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