Derived random measures

DOI10.1016/0304-4149(78)90005-4MaRDI QIDQ1254779zbMATH OpenOpenAlexFDO

Authors Alan F. Karr

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

zbMATH Keywords

Point ProcessAdditive Random MeasureDerived Random MeasureLaplace FunctionalPoisson Random MeasureRandom Measure

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Stochastic integrals (60H05)

Cites work

• scientific article; zbMATH DE number 3481613 (Why is no real title available?)
• scientific article; zbMATH DE number 3538605 (Why is no real title available?)
• scientific article; zbMATH DE number 3451228 (Why is no real title available?)
• scientific article; zbMATH DE number 3222422 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3421698 (Why is no real title available?)
• Characterization and convergence of random measures and point processes
• Completely random measures
• Limits of compound and thinned point processes
• On the existence and path properties of stochastic integrals
• Processes with conditional stationary independent increments

Cited in

(2)

• State estimation for Cox processes on general spaces
• A partially observed Poisson process

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