Moment formulae for general point processes
Probability
2018-07-30 v1
Abstract
The goal of this paper is to generalize most of the moment formulae obtained in [Pri11]. More precisely, we consider a general point process \mu, and show that the relevant quantities to our problem are the so-called Papangelou intensities. Then, we show some general formulae to recover the moment of order n of the stochastic integral of a random process. We will use these extended results to study a random transformation of the point process.
Keywords
Cite
@article{arxiv.1211.4811,
title = {Moment formulae for general point processes},
author = {Laurent Decreusefond and Ian Flint},
journal= {arXiv preprint arXiv:1211.4811},
year = {2018}
}