Laplace transform identities for the volume of stopping sets based on Poisson point processes (Q2786420)

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scientific article; zbMATH DE number 6541294
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Laplace transform identities for the volume of stopping sets based on Poisson point processes
scientific article; zbMATH DE number 6541294

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    Laplace transform identities for the volume of stopping sets based on Poisson point processes (English)
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    12 February 2016
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    Poisson point process
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    stopping set
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    gamma-type distribution
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    Girsanov identity
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    anticipating stochastic calculus
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