Concepedia

Integration by Parts for Poisson Processes

Robert J. Elliott, Allanus H. Tsoi

Journal of Multivariate Analysis · 1993 · 40 citations · 0 references

Concepts

EngineeringMathematicsProbability TheoryStochastic ProcessesArrival ProcessesIntegral Equation FormulationsIntegral EquationsMarkov ProcessesPoisson ProcessesStochastic CalculusCompound Poisson ProcessesPoisson Integral FormulaPoisson Process Models