Moment formulae for general point processes

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

zbMATH Keywords

Malliavin calculus; point processes; stochastic integral; measure transformation

Mathematics Subject Classification ID

60H07: Stochastic calculus of variations and the Malliavin calculus

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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