2016/05/26 by Josh Rosenberg, Rosenberg, Josh
Mathematics · Economics, Econometrics and Finance · Biochemistry, Genetics and Molecular Biology · #Stochastic processes and statistical mechanics #Stochastic processes and financial applications #Diffusion and Search Dynamics
paper · pdf · doi:10.48550/arxiv.1605.08414
Consider a Poisson process on ℝ with intensity f where 0 ≤ f(x)