Characterization of compensators for point processes on the plane

DOI10.1080/17442509008833623MaRDI QIDQ3481020zbMATH OpenOpenAlexFDO

Authors B. Gail Ivanoff, Ely Merzbach

Publication date 1990

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509008833623

zbMATH Keywords

compensatorone-parameter existence and uniqueness theoremtwo-parameter point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Generalizations of martingales (60G48)

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