Chaos representations for Marked Point Processes
Probability
2011-10-05 v1
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.
Cite
@article{arxiv.1110.0635,
title = {Chaos representations for Marked Point Processes},
author = {Samuel N. Cohen},
journal= {arXiv preprint arXiv:1110.0635},
year = {2011}
}