Functional inequalities for marked point processes

DOI10.1214/19-EJP369zbMath1430.60046arXiv1906.06456MaRDI QIDQ2279309

Ian Flint, Nicolas Privault, Giovanni Luca Torrisi

Publication date: 12 December 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.06456

zbMATH Keywords

Malliavin calculusClark-Ocone formulaPoincaré inequalitytransportation cost inequalitiesvariational representation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Integral geometry (53C65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Malliavin calculus for marked binomial processes and applications ⋮ Concentration inequalities for stochastic differential equations of pure non-Poissonian jumps

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