Moment formulae for general point processes

DOI10.1016/j.jfa.2014.04.014zbMath1297.60031OpenAlexW2026527864MaRDI QIDQ5919158

Ian Flint, Laurent Decreusefond

Publication date: 25 July 2014

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2014.04.014

zbMATH Keywords

Malliavin calculuspoint processesstochastic integralmeasure transformation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites Work

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• [https://portal.mardi4nfdi.de/wiki/Publication:5549427 Station�re zuf�llige Ma�e auf lokalkompakten Abelschen Gruppen]
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