Measure-valued random processes

DOI10.1007/BF02451429MaRDI QIDQ3217373zbMATH OpenFDO

Authors Joseph Horowitz

Publication date 1985

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

zbMATH Keywords

marked point processesmeasure-valued martingalesgeometrical property of Markov processesmeasure-valued random processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Diffusion processes (60J60) Random measures (60G57) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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Cited in

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• scientific article; zbMATH DE number 1258863 (Why is no real title available?)
• Model-Independent Bounds for Asian Options: A Dynamic Programming Approach
• The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift
• On the extension of bimeasures
• On a notion of partially conditionally identically distributed sequences
• Measurability problems for empirical processes
• Games with incomplete information in continuous time and for continuous types
• Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes
• Exchangeability, prediction and predictive modeling in Bayesian statistics
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• On the first hitting time density for a reducible diffusion process
• Properties of random measures
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• A dynamic programming approach to distribution-constrained optimal stopping
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