Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 2, pp. 376-380
Citer cet article
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/
@article{TVP_1973_18_2_a15,
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},
year = {1973},
volume = {18},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a15/}
}
TY - JOUR
AU - Yu. M. Kabanov
TI - Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1973
SP - 376
EP - 380
VL - 18
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a15/
LA - ru
ID - TVP_1973_18_2_a15
ER -
%0 Journal Article
%A Yu. M. Kabanov
%T Representation of Functionals of Wiener and Poisson Processes in the Form of Stochastic Integrals
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1973
%P 376-380
%V 18
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1973_18_2_a15/
%G ru
%F TVP_1973_18_2_a15
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.
