Random observations of marked Cox processes. Time insensitive functionals

DOI10.1016/J.JMAA.2003.12.040MaRDI QIDQ1827063zbMATH OpenOpenAlexFDO

Authors Ravi P. Agarwal, Jewgeni H. Dshalalow, Donal O'Regan

Publication date 6 August 2004

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2003.12.040

zbMATH Keywords

renewal processfirst passage timefluctuationstermination indexfirst excess level

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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Cited in

(10)

• Coarsening at random in general sample spaces and random censoring in continuous time
• On fluctuations of a multivariate random walk with some applications to stock options trading and hedging
• Discrete versus continuous operational calculus in antagonistic stochastic games
• scientific article; zbMATH DE number 2219055 (Why is no real title available?)
• On Exit Times of a Multivariate Random Walk and Its Embedding in a Quasi Poisson Process
• First excess levels of vector processes
• Time sensitive analysis of independent and stationary increment processes
• Time sensitive functionals of marked Cox processes
• On strategic defense in stochastic networks
• Random Walk Analysis in Antagonistic Stochastic Games

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