Compound Poisson Process and Its Associated Stochastic Calculus

  • Arturo Kohatsu-HigaEmail author
  • Atsushi Takeuchi
Part of the Universitext book series (UTX)


In this chapter, we enlarge on the previous chapter by considering processes whose jumps may be random but independent between them. We also give some further definitions on general theory of stochastic processes and stochastic analysis which may be easier to understand given that they are used in this particular application.

Copyright information

© Springer Nature Singapore Pte Ltd. 2019

Authors and Affiliations

  1. 1.Department of Mathematical SciencesRitsumeikan UniversityKusatsuJapan
  2. 2.Department of MathematicsTokyo Woman’s Christian UniversityTokyoJapan

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