Variational Analysis of Poisson Processes

DOI10.1007/978-3-319-05233-5_3MaRDI QIDQ6089026zbMATH OpenFDO

Authors Ilya S. Molchanov, Sergei Zuyev

Publication date 17 November 2023

Published in Stochastic Analysis for Poisson Point Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-05233-5_3

zbMATH Keywords

cluster centreoptimal measurepoint processPoisson point processPoisson process

Mathematics Subject Classification ID

Abstract differentiation theory, differentiation of set functions (28A15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited in

(2)

• scientific article; zbMATH DE number 203211 (Why is no real title available?)
• Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments

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