On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process

Stéphane Goutte, Nadia Oudjane, Francesco Russo
2013 Stochastic Analysis and Applications  
doi:10.1080/07362994.2013.741395 fatcat:jwhqen7bgfc2df3vfsptytd4ky