On point processes in the plane (Q1262613)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On point processes in the plane |
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On point processes in the plane (English)
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1989
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In the first part of this paper, a characterization of the natural filtration F associated with a point process in the plane and an explicit form for the F-optional and F-previsible processes is given. In the second part for point processes with a finite number of jumps it is shown, how a right-continuous, left-limited version for uniformly integrable F-martingales can be constructed.
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previsible processes
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point process
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uniformly integrable F-martingales
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