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On extended stochastic integrals
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 725-737 Cet article a éte moissonné depuis la source Math-Net.Ru

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In the paper, a generalization of stochastic integral with respect to a centered Poisson measure is investigated. Recurrent formula for multiple Poisson integrals is obtained and generalized change-of-variables formulas for extended stochastic integrals are proven. 
@article{TVP_1975_20_4_a2,
     author = {Yu. M. Kabanov},
     title = {On extended stochastic integrals},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {725--737},
     year = {1975},
     volume = {20},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a2/}
}
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Yu. M. Kabanov. On extended stochastic integrals. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 725-737. http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a2/