| Speaker : | Laurent Decreusefond |
| Télécom-Paris | |
| Date: | 22/06/2022 |
| Time: | 3:00 pm - 4:00 pm |
| Location: | Salle 4A301 - TP @Palaiseau |
Abstract
Following previous investigations by Üstünel about the invertibility of some transformations on the Wiener space, we find some entropic conditions under which a random change of time is invertible on the Poisson space. As a consequence, we provide a new construction of Hawkes processes. We also establish a new variational representation of the entropy.
Bio
Laurent Decreusefond is professor of probability and analysis at Telecom Paris since … (well, most of you were not yet born). His research topics are focused around stochastic analysis and its applications, mainly to telecommunications systems.