THE PRODUCT FORMULA OF MULTIPLE STOCHASTIC INTEGRALS WITH RESPECT TO THE POISSON SPACE NOISE

In this paper, we derive the product formula of multiple stochastic integrals with respect to the Poisson space noise, introduced by Hida et al. [5, 6].

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Publication Details

Journal
Journal of Stochastic Analysis
Published
2025-03-01
DOI
https://doi.org/10.31390/josa.6.1.06
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00

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article

THE PRODUCT FORMULA OF MULTIPLE STOCHASTIC INTEGRALS WITH RESPECT TO THE POISSON SPACE NOISE

Hsin-Hung Shih, Yuh-Jia Lee
Journal of Stochastic Analysis
Stochastic processes and financial applications
article

THE PRODUCT FORMULA OF MULTIPLE STOCHASTIC INTEGRALS WITH RESPECT TO THE POISSON SPACE NOISE

Hsin-Hung Shih, Yuh-Jia Lee
article en

Abstract

In this paper, we derive the product formula of multiple stochastic integrals with respect to the Poisson space noise, introduced by Hida et al. [5, 6].

Journal of Stochastic AnalysisVol. 6(1)
National University of Kaohsiung (TW), National Kaohsiung University of Applied Sciences (TW)
National Science Council
Openalex Percentile: Top 65%
Stochastic processes and financial applications
DOIOpen Access PDFOpenAlex
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THE PRODUCT FORMULA OF MULTIPLE STOCHASTIC INTEGRALS WITH RESPECT TO THE POISSON SPACE NOISE — Hsin-Hung Shih, Yuh-Jia Lee · Journal of Stochastic Analysis (2025) | TGRS Research Map | TGRS