Martingale characteristics of mixed poisson processes

DOI10.1007/BF02809317zbMATH Open0638.60078MaRDI QIDQ3779538FDOQ3779538

Dietmar Pfeifer

Publication date: 1987

Published in: Blätter der DGVFM (Search for Journal in Brave)

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zbMATH Keywords

completely monotonic functionsmixed Poisson processmartingale propertiespure birth processestransformations of the occurrence times

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• A martingale characterization of mixed Poisson processes
• The structure of elementary pure birth processes

Cited In (7)

• Poisson process via martingale and related characteristics
• A new characterisation property of mixed Poisson processes via Berman's theorem
• A martingale characterization of mixed Poisson processes
• On mixed poisson processes and martingales
• Title not available (Why is that?)
• Martin-Löf random generalized Poisson processes
• Laplace transforms, Mellin transforms and mixed poisson processes

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