Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction
DOI10.1016/S0167-7152(98)00268-5zbMATH Open0953.60034OpenAlexW1601099192MaRDI QIDQ1962229FDOQ1962229
Authors: Giacomo Aletti, Vincenzo Capasso 
Publication date: 1 February 2001
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(98)00268-5
Recommendations
- Reduction of dimension for spatial point processes and right continuous martingales
- Optimal detection of a change-set in a spatial Poisson process
- A characterization of the spatial Poisson process and changing time
- Transforming spatial point processes into Poisson processes
- Poisson process via martingale and related characteristics
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
- Probability with Martingales
- Stochastic integrals in the plane
- Point processes in the plane
- A characterization of the spatial Poisson process and changing time
- Title not available (Why is that?)
- A martingale approach to point processes in the plane
- On stopping points in the plane that lie on a unique optional increasing path
Cited In (7)
- Set-Indexed Itô Calculus Along Paths
- A note on the multiplicative gamma process
- Some contributions on the characterization of one-dimensional spatial processes
- A characterization of the spatial Poisson process and changing time
- A compensator characterization of planar point processes
- Fractional Poisson fields and martingales
- Reduction of dimension for spatial point processes and right continuous martingales
This page was built for publication: Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1962229)
