Chaos representations for marked point processes

descriptionPublicationkeyboard_double_arrow_right Article , Preprint , Other literature type 01 Jun 2012Embargo end date: 01 Oct 2011Publisher:Louisiana State University LibrariesJournal:Communications on Stochastic Analysis, volume 6 (eissn: 0973-9599,

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Authors: Cohen, Samuel N.;

doi: 10.31390/cosa.6.2.06 , 10.48550/arxiv.1110.0635

arXiv: 1110.0635

Chaos representations for marked point processes

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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.

Keywords

60G55, 60H20, Probability (math.PR), FOS: Mathematics, Mathematics - Probability

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