Variational Analysis of Poisson Processes
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Publication:6089026
DOI10.1007/978-3-319-05233-5_3zbMath1528.60048MaRDI QIDQ6089026
Sergei Zuyev, Ilya S. Molchanov
Publication date: 17 November 2023
Published in: Stochastic Analysis for Poisson Point Processes (Search for Journal in Brave)
Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Abstract differentiation theory, differentiation of set functions (28A15)
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