Chaos representations for Marked Point Processes

Samuel N. Cohen

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arXiv · 1110.0635

Chaos representations for Marked Point Processes

Samuel N. Cohen

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Abstract

We show that for a large class of marked point processes there exists a random measure m with the predictable representation property such that iterated integrals with respect to m span the space of square integrable random variables.

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BibTeX RIS

Samuel N. Cohen. 2011-10-04. Chaos representations for Marked Point Processes. https://arxiv.org/abs/1110.0635

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