We now use the chaos expansions of Theorem 10.2 to define the Skorohod integral with respect to the compensated Poisson random measure Ñ. The approach will be similar to the approach used in Chap. 2 for Brownian motion.
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© 2009 Springer-Verlag Berlin Heidelberg
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(2009). Skorohod Integrals. In: Nunno, G.D., Øksendal, B., Proske, F. (eds) Malliavin Calculus for Lévy Processes with Applications to Finance. Universitext. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-78572-9_11
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DOI: https://doi.org/10.1007/978-3-540-78572-9_11
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