Cox process
In probability theory, a Cox process, also known as a doubly stochastic Poisson process is a point process which is a generalization of a Poisson process where the intensity that varies across the underlying mathematical space (often space or time) is itself a stochastic process. The process is named after the statistician David Cox, who first published the model in 1955.

Cox processes are used to generate simulations of spike trains (the sequence of action potentials generated by a neuron), and also in financial mathematics where they produce a "useful framework for modeling prices of financial instruments in which credit risk is a significant factor."
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probability theory
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point process
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Poisson process
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statistician
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David Cox
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spike train
UNK
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neuron
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financial mathematics
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credit risk
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Cox process
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Q1290919
Cox process
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1955-01-01T00:00:00Z^^http://www.w3.org/2001/XMLSchema#dateTime
1955
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named after
studies
occupation