68 citations · 231 across the 47 of their papers we have counts for
Showing 2013 · math.PRShow all
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math.PR2013★ 1 cited
Factorial moments of point processes
Jean-Christophe Breton, Nicolas Privault
We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the…
math.PR2013
Feynman-Kac formula for Levy processes and semiclassical (Euclidean) momentum representation
Nicolas Privault, Xiangfeng Yang, Jean-Claude Zambrini
We prove a version of the Feynman-Kac formula for Levy processes and integro-differential operators, with application to the momentum representation of suitable quantum (Euclidean)…
math.PR2013★ 1 cited
Mixing of Poisson random measures under interacting transformations
Nicolas Privault
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a gen…