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 · Glossaire
Qu'est-ce que « Inhomogeneous Poisson process, Cox process » ?
Aussi appelé : inhomogeneous Poisson process · Cox process