Point Process Calculus in Time and Space

DOI10.1007/978-3-030-62753-9MaRDI QIDQ3386731zbMATH OpenOpenAlexFDO

Authors Pierre Brémaud

Publication date 7 January 2021

Published in Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-62753-9

zbMATH Keywords

martingale calculusPalm calculuspoint process calculus

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(18)

• Point processes in statistical risk analysis
• Point process theory and applications. Marked point and picewise deterministic processes.
• An Introduction to the Theory of Point Processes
• Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process
• Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling
• Propagation of chaos and Poisson hypothesis for replica mean-field models of intensity-based neural networks
• A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process
• A common shock model for multidimensional electricity intraday price modelling with application to battery valuation
• Coupled forward-backward stochastic differential equations with jumps in random environments
• Conditional McKean-Vlasov differential equations with common Poissonian noise: propagation of chaos
• The randomization method in stochastic optimal control
• Distributions of prevalence and daily new cases in a stochastic linear SEIR model
• Optimization and variability analysis of a pharmacokinetic model with dual-randomness caused by medication non-adherence
• Second-order regular variation and second-order approximation of Hawkes processes
• Expected energy of zeros of elliptic polynomials
• Tail asymptotics and precise large deviations for some Poisson cluster processes
• Asymptotic analysis of the total quasi-steady state approximation for the Michaelis-Menten enzyme kinetic reactions
• Malliavin calculus for a Hawkes process

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