Applications
This kind of random measure is often used when describing jumps of stochastic processes, in particular in Lévy–Itō decomposition of the Lévy processes.
Read more about this topic: Poisson Random Measure
Applications
This kind of random measure is often used when describing jumps of stochastic processes, in particular in Lévy–Itō decomposition of the Lévy processes.
Read more about this topic: Poisson Random Measure