On convergence in variation of the distributions of multivariate point processes
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Publication:3314665
DOI10.1007/BF00533721zbMath0532.60042MaRDI QIDQ3314665
Youri M.Kabanov, Robert Sh. Liptser
Publication date: 1983
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00533721
60B10: Convergence of probability measures
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
60F99: Limit theorems in probability theory
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Cites Work
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- Calcul stochastique et problèmes de martingales
- A martingale approach to the Poisson convergence of simple point processes
- Some limit theorems for simple point processes (a martingale approach)
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales