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 · Begrippenlijst
Wat is Inhomogeneous Poisson process, Cox process?
Ook bekend als: inhomogeneous Poisson process · Cox process