On point processes in the plane

DOI10.1016/0167-7152(89)90039-4MaRDI QIDQ1262613zbMATH OpenOpenAlexWikidataFDO

Authors K. Appert

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(89)90039-4

zbMATH Keywords

point processprevisible processesuniformly integrable F-martingales

Mathematics Subject Classification ID

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

Review text

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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Cites work

• A characterization of the spatial Poisson process and changing time
• A martingale approach to point processes in the plane
• Filtrations for the two parameter jump process
• scientific article; zbMATH DE number 3686499 (Why is no real title available?)
• scientific article; zbMATH DE number 3727272 (Why is no real title available?)
• scientific article; zbMATH DE number 3727326 (Why is no real title available?)
• scientific article; zbMATH DE number 3731021 (Why is no real title available?)
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Point processes and queues. Martingale dynamics
• Stochastic integrals in the plane

Cited in

(13)

• Point processes of cylinders, particles and flats
• A martingale approach to point processes in the plane
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• Predictable projections for point process filtrations
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• scientific article; zbMATH DE number 4032725 (Why is no real title available?)
• scientific article; zbMATH DE number 4058555 (Why is no real title available?)
• scientific article; zbMATH DE number 4064316 (Why is no real title available?)
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• Reduction of dimension for spatial point processes and right continuous martingales
• Intensity-based inference for planar point processes
• One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\)
• Limit theorems for point random fields defined on the plane

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