ore
14:30
presso Aula seminari - Dipartimento di Scienze Statistiche, I piano
Clark-Ocone formulas are powerful results in stochastic analysis with a variety of applications.
In the talk we provide the Clark-Ocone formula for square-integrable functionals of point processes with
stochastic intensity. Then we present two applications of the formula: the Poincare' inequality and a
concentration bound for those functionals. Our results generalize the corresponding ones on the Poisson
space. The talk is based on joint works with Ian Flint and Nicolas Privault (NTU, Singapore)