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MR Kunita, Hiroshi. Real and stochastic analysis, , Trends Math. MR Jacod, Jean. A pathwise approach to backward and forward stochastic differential equations on the Poisson space. Stochastic Anal. Strong solutions of anticipating stochastic differential equations on the Poisson space. Mexicana 3 2 , no.

Stochastic

MR Nualart, David. The Malliavin calculus and related topics.


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Probability and its Applications New York. Springer-Verlag, Berlin, French [Anticipating transformations and equations for Poisson processes] Ann. Blaise Pascal 3 , no. MR Privault, Nicolas.

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Linear Skorohod stochastic differential equations on Poisson space. Stochastic analysis and related topics, V Silivri, , , Progr. Type to search Search. All content.

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