Variational Analysis of Functionals of Poisson Processes (Q2757649)

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Variational Analysis of Functionals of Poisson Processes
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    Variational Analysis of Functionals of Poisson Processes (English)
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    26 November 2001
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    functional of Poisson point process
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    Fréchet derivatives of functionals
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    stochastic model applications
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    variational methods
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    optimization on measures
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    perturbation analysis
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    analyticity on the cone of finite measure
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    infinite measure
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    necessary optimality condition
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