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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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
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