Mini-workshop: Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry. Abstracts from the workshop held February 10--16, 2013.

DOI10.4171/OWR/2013/09zbMath1349.00233OpenAlexW1984095816MaRDI QIDQ343381

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Publication date: 27 November 2016

Published in: Oberwolfach Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/owr/2013/09

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Collections of abstracts of lectures (00B05) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57)

Cites Work

• Central limit theorems for \(U\)-statistics of Poisson point processes
• On the Volume of the Zero Cell of a Class of Isotropic Poisson Hyperplane Tessellations
• Stochastic and Integral Geometry
• A Duality for Poisson Flats
• Moments and Central Limit Theorems for Some Multivariate Poisson Functionals

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