Derived random measures
From MaRDI portal
Publication:1254779
DOI10.1016/0304-4149(78)90005-4zbMath0399.60042MaRDI QIDQ1254779
Publication date: 1978
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(78)90005-4
Point Process; Additive Random Measure; Derived Random Measure; Laplace Functional; Poisson Random Measure; Random Measure
60H05: Stochastic integrals
60G57: Random measures
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Cites Work
- On the existence and path properties of stochastic integrals
- Completely random measures
- Limits of compound and thinned point processes
- Processes with conditional stationary independent increments
- Characterization and convergence of random measures and point processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item