Processing math: 100%
Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2008, Volume 53, Issue 2, Pages 349–353
DOI: https://doi.org/10.4213/tvp2414 (Mi tvp2414) 		 
This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

An Extension of the Ocone–Haussmann–Clark Formula for the Compensated Poisson Processes

V. Jaoshvili, O. G. Purtukhiya

Tbilisi Ivane Javakhishvili State University
Full-text PDF (694 kB) Citations (2)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp2414
Abstract: The Sobolev-type spaces DCPp,1,α (1⩽p⩽2) are defined for the compensated Poisson process, and the stochastic integral representation (analogous to the Ocone–Haussmann–Clark formula) is derived for the functionals from these spaces. The formula is given for the computation of the predictable projections of the stochastic derivatives of the above-mentioned functionals.
Keywords: Ocone–Haussmann–Clark formula, compensated Poisson process, stochastic derivative, predictable projection.
Received: 21.08.2007
English version:
Theory of Probability and its Applications, 2009, Volume 53, Issue 2, Pages 316–321
DOI: https://doi.org/10.1137/S0040585X97983584
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. Jaoshvili, O. G. Purtukhiya, “An Extension of the Ocone–Haussmann–Clark Formula for the Compensated Poisson Processes”, Teor. Veroyatnost. i Primenen., 53:2 (2008), 349–353; Theory Probab. Appl., 53:2 (2009), 316–321
Citation in format AMSBIB
\Bibitem{JaoPur08}
\by V.~Jaoshvili, O.~G.~Purtukhiya
\paper An Extension of the Ocone--Haussmann--Clark Formula for the Compensated Poisson Processes
\jour Teor. Veroyatnost. i Primenen.
\yr 2008
\vol 53
\issue 2
\pages 349--353
\mathnet{http://mi.mathnet.ru/tvp2414}
\crossref{https://doi.org/10.4213/tvp2414}
\zmath{https://zbmath.org/?q=an:1196.60102}
\transl
\jour Theory Probab. Appl.
\yr 2009
\vol 53
\issue 2
\pages 316--321
\crossref{https://doi.org/10.1137/S0040585X97983584}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000267617600009}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-67249121800}
Linking options:
  • https://www.mathnet.ru/eng/tvp2414
  • https://doi.org/10.4213/tvp2414
  • https://www.mathnet.ru/eng/tvp/v53/i2/p349
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:411
    Full-text PDF :187
    References:109
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2025