An inhomogeneous Poisson process has a deterministic intensity : counts in disjoint intervals are independent Poisson with means . A Cox process (doubly stochastic Poisson process) is a Poisson process whose intensity is itself a random process, independent of the events it drives.
Quantitative Finance · المسرد
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يُعرف أيضًا باسم: inhomogeneous Poisson process · Cox process