generate space-time poisson process data

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Ferra on 18 Jun 2014

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Edited: Star Strider on 18 Jun 2014

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 on 18 Jun 2014

This question is maybe more suited to a stats forum.

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Star Strider on 18 Jun 2014

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https://ch.mathworks.com/matlabcentral/answers/135186-generate-space-time-poisson-process-data#answer_141539

Edited: Star Strider on 18 Jun 2014

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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