On characterizing the representation for a reversed point martingale

DOI10.11650/TWJM/1500405088MaRDI QIDQ1012933zbMATH OpenOpenAlexFDO

Authors Tsung-Lin Cheng, Ching-Sung Chou

Publication date 28 April 2009

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

Full work available at URL https://doi.org/10.11650/twjm/1500405088

zbMATH Keywords

empirical processpoint processestime reversal

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Martingales with continuous parameter (60G44)

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Cited in

(1)

• Time reversal of non-Markov point processes

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