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UID:706@lincs.fr
DTSTART;TZID=Europe/Paris:20220622T150000
DTEND;TZID=Europe/Paris:20220622T160000
DTSTAMP:20220705T095644Z
URL:https://www.lincs.fr/events/invertibility-on-the-poisson-space-and-con
 struction-of-hawkes-processes/
SUMMARY:Invertibility on the Poisson space and construction of Hawkes
 processes 
DESCRIPTION:\nFollowing 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.\n\n\nBio\nLaurent 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.
CATEGORIES:Seminars,Youtube
LOCATION:Salle 4A301 - TP @Palaiseau\, 19 place Marguerite Perey\,
 Palaiseau\, France\, 91120\, Ile de France\, France
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=19 place Marguerite Perey\,
 Palaiseau\, France\, 91120\, Ile de France\,
 France;X-APPLE-RADIUS=100;X-TITLE=Salle 4A301 - TP @Palaiseau:geo:0,0
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TZID:Europe/Paris
X-LIC-LOCATION:Europe/Paris
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DTSTART:20220327T030000
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
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