Conférence - Géométrie Stochastique

Jeudi, 7 Avril, 2016 - 15:00 - 15:40
Nicolas Privault
Nanyang Technological University
Laplace transform identities for the volume of stopping sets based on Poisson point processes
Résumé: 

We derive Laplace transform identities for the volume content of random stopping sets based on Poisson point processes. Our results are based on anticipating Girsanov identities for Poisson point processes under a cyclic vanishing condition for a finite difference gradient. This approach does not require classical assumptions based on set-indexed martingales and the (partial) ordering of index sets. The examples treated focus on stopping sets in finite volume, and include the random missed volume of Poisson convex hulls.

Partenaires

Irmar LMJL ENS Rennes LMBA LAREMA

Tutelles

ANR CNRS Rennes 1 Rennes 2 Nantes INSA Rennes INRIA ENSRennes UBO UBS Angers UBL