On minimal predictable intensity of point processes

MaRDI QIDQ7233394zbMATH OpenFDO

Authors Haoming Wang

Publication date 27 April 2026

Published in Houston Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://www.math.uh.edu/~hjm/restricted/pdf51(3)/04wang.pdf

zbMATH Keywords

compensatorCox processHawkes processminimal predictable intensitypoint processestransformation of measures

Mathematics Subject Classification ID

Foundations of stochastic processes (60G05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites work

• A cluster process representation of a self-exciting process
• An Introduction to the Theory of Point Processes
• scientific article; zbMATH DE number 3778409 (Why is no real title available?)
• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• Martingale representation in the enlargement of the filtration generated by a point process
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• On an Identity for Stochastic Integrals
• On equivalence of infinite product measures
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Processes that can be embedded in Brownian motion
• The Representation of Functionals of Brownian Motion by Stochastic Integrals

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