A martingale characterization of the set-indexed poisson process (Q4885238): Difference between revisions

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+Poisson convergence in two dimensions with application to row and column exchangeable arrays
+Normal rank
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+Stopping and set-indexed local martingales
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+Normal rank
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+Predictability and stopping on lattices of sets
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+Normal rank
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+Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
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+On conditional intensities of point processes
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+Normal rank
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+Q4114580
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+Normal rank
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+A characterization of the spatial Poisson process and changing time
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+The conditional intensity of general point processes and an application to line processes
+Normal rank