Multivariate Geometric Anisotropic Cox Processes

On Kolmogorov equations for anisotropic multivariate Lévy processes

For d-dimensional exponential Lévy models, variational formulations of the Kolmogorov equations arising in asset pricing are derived. Well-posedness of these equations is verified. Particular attention is paid to pure jump, d-variate Lévy processes built from parametric, copula dependence models in their jump structure. The domains of the associated Dirichlet forms are shown to be certain aniso...

Shot Noise Cox Processes

Prediction of Instability in Planar Anisotropic Sheet Metal Forming Processes

In this paper instability of planar anisotropic sheet metal during a few forming processes is investigated for the first time. For this reason components of the constitutive tangent tensor for planar anisotropic sheets are developed. By using the above tensor location of necking is predicted. Direction of the shear band is also predicted using the acoustic tensor. A finite element program is pr...

Generalised Shot Noise Cox Processes

We introduce a new class of Cox cluster processes called generalised shotnoise Cox processes (GSNCPs), which extends the definition of shot noise Cox processes (SNCPs) in two directions: the point process which drives the shot noise is not necessarily Poisson, and the kernel of the shot noise can be random. Thereby a very large class of models for aggregated or clustered point patterns is obtai...

Random tessellations and Cox processes

We consider random tessellations T in R2 and Coxian point processes whose driving measure is concentrated on the edges of T . In particular, we discuss several classes of Poisson-type tessellations which can describe e.g. the infrastructure of telecommunication networks, whereas the Cox processes on their edges can describe the locations of network components. An important quantity associated w...