Title of article
Integration by Parts for Poisson Processes
Author/Authors
Elliott، نويسنده , , R.J. and Tsoi، نويسنده , , A.H.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1993
Pages
12
From page
179
To page
190
Abstract
Using a perturbation of the rate of a Poisson process and an inverse time change, an integration by parts formula is obtained. This enables a new form of the integrand in a martingale representation result to be obtained.
Journal title
Journal of Multivariate Analysis
Serial Year
1993
Journal title
Journal of Multivariate Analysis
Record number
1556933
Link To Document