Anticipative calculus with respect to filtered Poisson processes

Anticipative Stochastic Calculus with Applications to Financial Markets

In this thesis, we study both local time and Malliavin calculus and their application to stochastic calculus and finance. In the first part, we analyze three aspects of applications of local time. We first focus on the existence of the generalized covariation process and give an approximation when it exists. Thereafter, we study the decomposition of ranked semimartingales. Lastly, we investigat...

Poisson Calculus for Spatial Neutral to the Right Processes

Neutral to the right (NTR) processes were introduced by Doksum in 1974 as Bayesian priors on the class of distributions on the real line. Since that time there have been numerous applications to models that arise in survival analysis subject to possible right censoring. However, unlike the Dirichlet process, the larger class of NTR processes has not been used in a wider range of more complex st...

Parameter Estimation for Multi-dimensional Filtered Poisson Processes

a comparison of teachers and supervisors, with respect to teacher efficacy and reflection

supervisors play an undeniable role in training teachers, before starting their professional experience by preparing them, at the initial years of their teaching by checking their work within the proper framework, and later on during their teaching by assessing their progress. but surprisingly, exploring their attributes, professional demands, and qualifications has remained a neglected theme i...

Poisson Latent Feature Calculus for Generalized Indian Buffet Processes

Abstract: The purpose of this work is to describe a unified, and indeed simple, mechanism for non-parametric Bayesian analysis, construction and generative sampling of a large class of latent feature models which one can describe as generalized notions of Indian Buffet Processes (IBP). This is done via the Poisson Process Calculus as it now relates to latent feature models. The IBP, first arisi...