generate space-time poisson process data

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Ferra 2014-6-18

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编辑： Star Strider 2014-6-18

Hello All

I intend to generate some data that follows space-time Poisson process. any help or hint is appreciated!

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José-Luis 2014-6-18

This question is maybe more suited to a stats forum.

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Star Strider 2014-6-18

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编辑：Star Strider 2014-6-18

The Time-Space Poisson Process doesn’t seem to me to be all that difficult to program.

In more detail, see: ‘Stochastic Calculus for General Markov SDEs: Space-Time Poisson, State-Dependent Noise, and Multidimensions’.

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