Laplace transform identities for the volume of stopping sets based on Poisson point processes (Q2786420)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laplace transform identities for the volume of stopping sets based on Poisson point processes |
scientific article |
Statements
Laplace transform identities for the volume of stopping sets based on Poisson point processes (English)
0 references
12 February 2016
0 references
Poisson point process
0 references
stopping set
0 references
gamma-type distribution
0 references
Girsanov identity
0 references
anticipating stochastic calculus
0 references
