On one method for modeling an nonhomogeneous Poisson point process

DOI10.15372/SJNM20220101OpenAlexW4210486436MaRDI QIDQ5048432

Tatiana A. Averina

Publication date: 16 November 2022

Published in: Сибирский журнал вычислительной математики (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/sjvm793

zbMATH Keywords

stochastic differential equationsMonte Carlo methodsnonhomogeneous Poisson point process

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites Work

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• Using maximum cross section method for filtering jump-diffusion random processes
• New algorithms for statistical modeling of inhomogeneous Poisson ensembles
• Parallel realization of statistical simulation and random number generators
• Solving approximately a prediction problem for stochastic jump-diffusion systems

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