Moment formulae for general point processes
classification
🧮 math.PR
keywords
formulaegeneralmomentpointprocessrandomconsiderextended
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The goal of this paper is to generalize most of the moment formulae obtained in [Pri11]. More precisely, we consider a general point process \mu, and show that the relevant quantities to our problem are the so-called Papangelou intensities. Then, we show some general formulae to recover the moment of order n of the stochastic integral of a random process. We will use these extended results to study a random transformation of the point process.
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