Geodesic
A generalized Itô formula for an extended stochastic integral with respect to Poisson random measure
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 29 (1974) no. 4 Cet article a éte moissonné depuis la source Math-Net.Ru

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     author = {Yu. M. Kabanov},
     title = {A~generalized {It\^o} formula for an extended stochastic integral with respect to {Poisson} random measure},
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     year = {1974},
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Yu. M. Kabanov. A generalized Itô formula for an extended stochastic integral with respect to Poisson random measure. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 29 (1974) no. 4. http://geodesic.mathdoc.fr/item/RM_1974_29_4_a11/

[1] A. V. Skorokhod, Issledovaniya po teorii sluchainykh protsessov, KGU, Kiev, 1961

[2] M. Hitsuda, “Formula for Brownian Partial Derivatives”, Second Japan - USSR Symposium on Probability Theory, v. 2 (Kyoto, August, 1972), 111–114

[3] Yu. M. Kabanov, “Predstavlenie funktsionalov ot vinerovskogo i puassonovskogo protsessov v vide stokhasticheskikh integralov”, Teor. veroyatn. i ee primeneniya, 18:2 (1973), 376–380 | MR | Zbl