Geodesic
Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 376-380

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In this paper, a result is proved concerning the structure of functionals of a Poisson process. A simple proof of an analogous result for a Wiener process is also given. 
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     author = {Yu. M. Kabanov},
     title = {Representation of {Functionals} of {Wiener} and {Poisson} {Processes} in the {Form} of {Stochastic} {Integrals}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {376--380},
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     volume = {18},
     number = {2},
     year = {1973},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a15/}
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Yu. M. Kabanov. Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 376-380. http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a15/