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 · शब्दावली
Inhomogeneous Poisson process, Cox process क्या है?
अन्य नाम: inhomogeneous Poisson process · Cox process