Predictable projections for point process filtrations

DOI10.1007/BF01199897zbMath0801.60038MaRDI QIDQ1333574

Günter Last

Publication date: 21 November 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

predictable and dual predictable projectionsregular versions of certain martingales

Mathematics Subject Classification ID

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

Related Items (2)

Functional inequalities for marked point processes ⋮ A Compensator Characterization of Planar Point Processes

Cites Work

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• Ergodic decomposition of probability laws
• On conditional intensities of point processes
• [https://portal.mardi4nfdi.de/wiki/Publication:5549440 Existence du processus croissant naturel associ� � un potentiel de la classe (D)]
• On Decomposition Theorems of Meyer.
• The conditional intensity of general point processes and an application to line processes

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