Moment formulae for general point processes

DOI10.1016/J.JFA.2014.04.014MaRDI QIDQ5919158zbMATH OpenOpenAlexFDO

Authors Laurent Decreusefond, Ian Flint

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 calculusmeasure transformationpoint processesstochastic integral

Mathematics Subject Classification ID

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

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Cites work

• An Introduction to the Theory of Point Processes
• An Introduction to the Theory of Point Processes
• Conditional intensity and Gibbsianness of determinantal point processes
• Determinantal processes and independence
• Determinantal random point fields
• Gibbsianness of fermion random point fields
• scientific article; zbMATH DE number 3452925 (Why is no real title available?)
• scientific article; zbMATH DE number 3284254 (Why is no real title available?)
• Integral and Differential Characterizations of the GIBBS Process
• Invariance of Poisson measures under random transformations
• Moments of Poisson stochastic integrals with random integrands
• Point processes with Papangelou conditional intensity: from the Skorohod integral to the Dirichlet form
• Quasi-invariance and integration by parts for determinantal and permanental processes
• Random point fields associated with certain Fredholm determinants. II: Fermion shifts and their ergodic and Gibbs properties
• Station�re zuf�llige Ma�e auf lokalkompakten Abelschen Gruppen
• Stochastic analysis in discrete and continuous settings. With normal martingales.
• Superstable interactions in classical statistical mechanics

Cited in

(15)

• Invariance of Poisson point processes by moment identities with statistical applications
• Nonstationary shot noise modeling of neuron membrane potentials by closed-form moments and Gram-Charlier expansions
• Malliavin and Dirichlet structures for independent random variables
• Functional inequalities for marked point processes
• Interaction processes for unions of facets, the asymptotic behaviour with increasing intensity
• Splitting-characterizations of the Papangelou process
• Mixing of Poisson random measures under interacting transformations
• Lévy Systems and Moment Formulas for Mixed Poisson Integrals
• scientific article; zbMATH DE number 3876320 (Why is no real title available?)
• Factorial moments of point processes
• Cardinality estimation for random stopping sets based on Poisson point processes
• Functionals of spatial point process having density with respect to the Poisson process
• Moments of k-hop counts in the random-connection model
• Moment formulae for general point processes
• Combinatorics of Poisson Stochastic Integrals with Random Integrands

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