Stochastic Analysis for Poisson Processes
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Publication:6089024
DOI10.1007/978-3-319-05233-5_1zbMath1528.60047arXiv1405.4416OpenAlexW4256549414MaRDI QIDQ6089024
Publication date: 17 November 2023
Published in: Stochastic Analysis for Poisson Point Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.4416
Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (27)
Concentration for Poisson \(U\)-statistics: subgraph counts in random geometric graphs ⋮ Smoothness of the diffusion coefficients for particle systems in continuous space ⋮ Stein approximation for multidimensional Poisson random measures by third cumulant expansions ⋮ The fourth moment theorem on the Poisson space ⋮ Brownian loops, layering fields and imaginary Gaussian multiplicative chaos ⋮ The Malliavin–Stein Method on the Poisson Space ⋮ U-Statistics in Stochastic Geometry ⋮ Poisson Point Process Convergence and Extreme Values in Stochastic Geometry ⋮ U-Statistics on the Spherical Poisson Space ⋮ Phase transitions and noise sensitivity on the Poisson space via stopping sets and decision trees ⋮ Combinatorics of Poisson Stochastic Integrals with Random Integrands ⋮ Variational Analysis of Poisson Processes ⋮ Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments ⋮ Introduction to Stochastic Geometry ⋮ Determinantal Point Processes ⋮ On the probabilistic representations of solutions of pantograph equations and triangle coefficients ⋮ Orthogonal intertwiners for infinite particle systems in the continuum ⋮ Quantitative CLTs for symmetric \(U\)-statistics using contractions ⋮ Fourth moment theorems on the Poisson space: analytic statements via product formulae ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Fourth moment theorems on the Poisson space in any dimension ⋮ The Gamma Stein equation and noncentral de Jong theorems ⋮ Multivariate normal approximation for functionals of random polytopes ⋮ Cluster Expansions for GIBBS Point Processes ⋮ Controlled search for targets arriving according to a spatio-temporal Poisson point process by an information measurement system with inhomogeneous scope ⋮ The intermediate disorder regime for Brownian directed polymers in Poisson environment ⋮ Quantitative two-scale stabilization on the Poisson space
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