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Generalized Brownian Motion,Point Processes and Stochastic Calculus for Random Fields
Authors:K.-H. Fichtner  G. Winkler
Abstract:
A representation of the Malliavian derivative and the Skorochod integral in terms of random point systems on Polish spaces (and thus generalizing from the unit interval) is derived. This leads to a stochastic calculus based on random point systems. The operators are given explicitely and in a simple form allowing concrete probabilistic and quantum probabilistic interpretations.
Keywords:
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