Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction

DOI10.1016/S0167-7152(98)00268-5zbMath0953.60034OpenAlexW1601099192MaRDI QIDQ1962229

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

zbMATH Keywords

martingalesdimension reductionbounded stopping timesoptimal increasing pathplane Poisson process

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Set-Indexed Itô Calculus Along Paths ⋮ Fractional Poisson fields and martingales ⋮ A Compensator Characterization of Planar Point Processes

Cites Work

• Unnamed Item
• A martingale approach to point processes in the plane
• Point processes in the plane
• Stochastic integrals in the plane
• A characterization of the spatial Poisson process and changing time
• On stopping points in the plane that lie on a unique optional increasing path
• Probability with Martingales

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