On the pathwise computation of derivatives with respect to...

On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method

Pierre Brémaud, Felisa J. Vázquez-Abad
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Volume:
10
Year:
1992
Language:
english
Pages:
21
DOI:
10.1007/bf01159209
File:
PDF, 998 KB
english, 1992
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