Poisson process Fock space representation, chaos expansion and covariance inequalities
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Publication:718899
DOI10.1007/s00440-010-0288-5zbMath1233.60026arXiv0909.3205MaRDI QIDQ718899
Günter Last, Mathew D. Penrose
Publication date: 27 September 2011
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.3205
Malliavin calculus; Poincaré inequality; Poisson process; chaos expansion; infinitely divisible random measure; Kabanov-Skorokhod integral
60G51: Processes with independent increments; Lévy processes
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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