Markov property of point processes

DOI10.1007/BF00390276MaRDI QIDQ1085888zbMATH OpenOpenAlexFDO

Authors Hans G. Kellerer

Publication date 1987

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00390276

zbMATH Keywords

characterization of the Poisson processcompensatorMarkov property

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes (60J99)

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Cites work

• Characterization and convergence of random measures and point processes
• scientific article; zbMATH DE number 3137768 (Why is no real title available?)
• scientific article; zbMATH DE number 3240798 (Why is no real title available?)
• scientific article; zbMATH DE number 3379920 (Why is no real title available?)
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Order conditioned independence of real random variables
• Point processes and queues. Martingale dynamics

Cited in

(12)

• Order conditioned independence of real random variables
• Markov models and Thiele's integral equations for the prospective reserve
• The Markov-quantile process attached to a family of marginals
• Conditionally independent increment point processes
• scientific article; zbMATH DE number 3876319 (Why is no real title available?)
• Marginal Distributions of the Counting Process Associated with Generalized Order Statistics
• scientific article; zbMATH DE number 3947330 (Why is no real title available?)
• On the one-dimensional distributions of counting processes with stochastic intensities^†
• Markov properties of cluster processes
• Strong Markov Property of Poisson Processes and Slivnyak Formula
• scientific article; zbMATH DE number 4186767 (Why is no real title available?)
• Markov properties for point processes on the plane

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