Functional inequalities for marked point processes

• Main Authors: Flint, Ian, Privault, Nicolas, Torrisi, Giovanni Luca
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2020
• Subjects: Science::Mathematics; Clark-Ocone Formula; Malliavin Calculus
• Online Access: https://hdl.handle.net/10356/142214
• Institution: Nanyang Technological University

In recent years, a number of functional inequalities have been derived for Poisson random measures, with a wide range of applications. In this paper, we prove that such inequalities can be extended to the setting of marked temporal point processes, under mild assumptions on their Papangelou conditio...