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Phase transition in a long-memory log-Gaussian Cox process
Masato Hisakado / Shintaro Mori
stochastic processesResource overview

Phase transition in a long-memory log-Gaussian Cox process

Paper2025

by Masato Hisakado, Shintaro Mori

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stochastic processes

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Suggested foundations for stochastic processes and pricing. Specialist prerequisites vary by paper.

Before you read

  1. Conditional Expectation

    Understand what it means to condition on current information.

  2. Stochastic Processes, Brownian Motion and Itô's Lemma

    Follow Brownian dynamics and the second-order term in Itô calculus.

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  1. Market Model and Risk-Neutral Valuation

    Connect stochastic dynamics to no-arbitrage prices.

  2. Simulating SDEs

    Translate continuous dynamics into a numerical experiment.

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