Poisson Space

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

The Poisson process on the half-line shares many properties with the Brownian motion due to the fact that it also has stationary and independent increments. As such, it has been the second process for which a Malliavin structure has been constructed. It turns out that the underlying time scale is not necessary to develop this theory. Hence, we consider Poisson point processes in (almost) any topological space.

Original languageEnglish
Title of host publicationBocconi and Springer Series
PublisherSpringer-Verlag Italia s.r.l.
Pages121-148
Number of pages28
DOIs
Publication statusPublished - 1 Jan 2022

Publication series

NameBocconi and Springer Series
Volume10
ISSN (Print)2039-1471
ISSN (Electronic)2039-148X

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