Coupling with compensators
From MaRDI portal
Publication:1382478
DOI10.1016/S0304-4149(96)00110-XzbMath0889.60047OpenAlexW4213353050MaRDI QIDQ1382478
Publication date: 29 March 1998
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(96)00110-x
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Some Poisson approximations using compensators
- Stochastic ordering and thinning of point processes
- Coupling of multidimensional diffusions by reflection
- On coupling of renewal processes with use of failure rates
- Ergodicity and inequalities in a class of point processes
- Point processes and queues. Martingale dynamics
- On coupling and weak convergence to stationarity
- On dependent marking and thinning of point processes
- A probabilistic proof of Blackwell's renewal theorem
- Coupling methods for multidimensional diffusion processes
- Shift-coupling in continuous time
- Imbedded construction of stationary sequences and point processes with a random memory
- On time- and cycle-stationarity
- On convergence in variation of the distributions of multivariate point processes
- The coupling of regenerative processes
- A simple coupling of renewal processes
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- A cluster process representation of a self-exciting process
- On a Representation of Random Variables
- Entwicklungsgesetze stationärer markierter Punktprozesse
- Power spectra of general shot noises and Hawkes point processes with a random excitation
- Coupling for jump processes
- On the Pathwise Comparison of Jump Processes Driven by Stochastic Intensities
This page was built for publication: Coupling with compensators