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A Duality Formula on the Poisson Space and Some Applications

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Seminar on Stochastic Analysis, Random Fields and Applications

Part of the book series: Progress in Probability ((PRPR,volume 36))

Abstract

We establish a duality formula for the chaotic derivative operator on the canonical Poisson space. The adjoint of this operator is proved to coincide with the stochastic integration on predictable processes.

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References

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Author information

Authors and Affiliations

  1. Departament d’Estadística, Universitat de Barcelona, Gran Via 585, 08007, Barcelona, Spain

    David Nualart

  2. Departament de Matemàtiques, Universitat Autònoma de Barcelona, 08193, Bellaterra, Spain

    Josep Vives

Authors
  1. David Nualart
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  2. Josep Vives
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Editor information

Editors and Affiliations

  1. Institut für Mathematik, Abteilung Angewandte Mathematik, Universität Zürich-Irchel, Winterthurerstr. 190, CH-8057, Zürich, Switzerland

    Erwin Bolthausen

  2. Département de Mathématiques, Université de Nancy 1, B.P. 239, F-54506, Vandoeuvre-Les-Nancy Cedex, France

    Marco Dozzi

  3. Département de Mathématiques Institut Galilée, Université Paris-Nord, Av. Jean-Baptiste Clément, F-93430, Villetaneuse, France

    Francesco Russo

  4. BIBOS, Universität Bielefeld, D-33615, Bielefeld 1, Germany

    Francesco Russo

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© 1995 Springer Basel AG

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Nualart, D., Vives, J. (1995). A Duality Formula on the Poisson Space and Some Applications. In: Bolthausen, E., Dozzi, M., Russo, F. (eds) Seminar on Stochastic Analysis, Random Fields and Applications. Progress in Probability, vol 36. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-7026-9_15

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  • DOI: https://doi.org/10.1007/978-3-0348-7026-9_15

  • Publisher Name: Birkhäuser, Basel

  • Print ISBN: 978-3-0348-7028-3

  • Online ISBN: 978-3-0348-7026-9

  • eBook Packages: Springer Book Archive

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