On characterizing the representation for a reversed point martingale

DOI10.11650/TWJM/1500405088zbMATH Open1175.60039OpenAlexW4252481985MaRDI QIDQ1012933FDOQ1012933

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

Recommendations

• Time reversal of non-Markov point processes
• Time reversal of infinite-dimensional point processes
• Reverse-time Markov processes (Corresp.)
• scientific article; zbMATH DE number 3944959
• scientific article; zbMATH DE number 4048796
• What is a multi-parameter renewal process?
• Poisson process via martingale and related characteristics

zbMATH Keywords

empirical processpoint processestime reversal

Mathematics Subject Classification ID

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

Cited In (1)

• Time reversal of non-Markov point processes

This page was built for publication: On characterizing the representation for a reversed point martingale

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1012933)