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Showing 2006 · math.PRShow all
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math.PR2006
Linear and quadratic functionals of random hazard rates: an asymptotic analysis
Giovanni Peccati, Igor Prünster
A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. In this paper we derive a…
math.PR2006★ 10 cited
Stochastic derivatives for fractional diffusions
Sébastien Darses, Ivan Nourdin
In this paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given -field . In our framework, we recall we…