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

DOI10.1016/S0167-7152(98)00268-5MaRDI QIDQ1962229zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

dimension reductionmartingalesbounded stopping timesoptimal increasing pathplane Poisson process

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3714680 (Why is no real title available?)
• A characterization of the spatial Poisson process and changing time
• A martingale approach to point processes in the plane
• On stopping points in the plane that lie on a unique optional increasing path
• Point processes in the plane
• Probability with Martingales
• Stochastic integrals in the plane

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

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