Moment formulae for general point processes
From MaRDI portal
Publication:5919158
DOI10.1016/j.jfa.2014.04.014zbMath1297.60031MaRDI QIDQ5919158
Ian Flint, Laurent Decreusefond
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
60H07: Stochastic calculus of variations and the Malliavin calculus
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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