Last, Günter; Penrose, Mathew D. Poisson process Fock space representation, chaos expansion and covariance inequalities. (English) Zbl 1233.60026 Probab. Theory Relat. Fields 150, No. 3-4, 663-690 (2011). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Last, Günter; Penrose, Mathew D. Martingale representation for Poisson processes with applications to minimal variance hedging. (English) Zbl 1219.60050 Stochastic Processes Appl. 121, No. 7, 1588-1606 (2011). MSC: 60G55 60G44 60G51 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link