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Invertibility of functionals of the Poisson process and applications by Coutin, Laure; Decreusefond, Laurent is a scholarly article available to read on EtoBox.

What is Invertibility of functionals of the Poisson process and applications about?

Following previous investigations by {\"U}st{\"u}nel [22] about the invertibility of some transformations on the Wiener space, we find some entropic conditions under which a random change of time is invertible on the Poisson space. As a consequence, we provide a new construction of Hawkes processes. We also establish a new variational representation of the entropy.

Author

Coutin, Laure; Decreusefond, Laurent

Published

2023

Language

EN