In this paper we first prove a Clark–Ocone formula for any bounded measurable functional on Poisson space. Then using this formula, under some conditions on the intensity measure of Poisson random measure, we prove a variational representation formula for the Laplace transform of bounded Poisson functionals, which has been conjectured by Dupuis and Ellis [A Weak Convergence Approach to the Theory of Large Deviations (1997) Wiley], p. 122.
"Clark–Ocone formula and variational representation for Poisson functionals." Ann. Probab. 37 (2) 506 - 529, March 2009. https://doi.org/10.1214/08-AOP411