scientific article; zbMATH DE number 4157632

MaRDI QIDQ3485706zbMATH OpenFDO

Authors Elja Arjas, Pentti Haara

Publication date 1987

zbMATH Keywords

continuity assumption of the compensatorsindependent Poisson processesmultivariate counting processes

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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(6)

• The multivariate hazard construction
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• Exponential martingales and changes of measure for counting processes
• A simple proof of the multivariate random time change theorem for point processes
• Rescaling Marked Point Processes

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