Predictable projections for point process filtrations

DOI10.1007/BF01199897MaRDI QIDQ1333574zbMATH OpenFDO

Authors Günter Last

Publication date 21 November 1994

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

zbMATH Keywords

predictable and dual predictable projectionsregular versions of certain martingales

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Random measures (60G57)

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Cites work

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• scientific article; zbMATH DE number 3778410 (Why is no real title available?)
• A martingale approach to point processes in the plane
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• Ergodic decomposition of probability laws
• Existence du processus croissant naturel associ� � un potentiel de la classe (D)
• Filtrations for the two parameter jump process
• Martingales, potentials and exponentials associated with a two-parameter jump process
• On Decomposition Theorems of Meyer.
• On conditional intensities of point processes
• Point processes indexed by directed sets
• Predictable and dual predictable projections of two-parameter stochastic processes
• Some remarks on conditional distributions for point processes
• Stochastic integrals in the plane
• Sufficient statistics and extreme points
• The conditional intensity of general point processes and an application to line processes

Cited in

(4)

• scientific article; zbMATH DE number 4058555 (Why is no real title available?)
• Functional inequalities for marked point processes
• Systèmes de sortie \(({\mathcal F}_{D_ t})\) prévisibles. (\(({\mathcal F}_{D_ t})\)-predictable exit systems)
• A compensator characterization of planar point processes

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