Martingale characteristics of mixed poisson processes

DOI10.1007/BF02809317MaRDI QIDQ3779538zbMATHFDO

Authors Dietmar Pfeifer

Publication date 1987

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

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)

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Cites work

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

Cited in

(13)

• On martingale characterizations of generalized counting process and its time-changed variants
• A martingale characterization of Pólya-Lundberg processes
• Some characterizations of mixed Poisson processes
• Martin-Löf random generalized Poisson processes
• On martingale characterizations for some generalized space fractional Poisson processes
• A new characterisation property of mixed Poisson processes via Berman's theorem
• Poisson process via martingale and related characteristics
• Laplace transforms, Mellin transforms and mixed poisson processes
• scientific article; zbMATH DE number 5041183 (Why is no real title available?)
• A martingale characterization of mixed Poisson processes
• A characterization of martingale-equivalent mixed compound Poisson processes
• On mixed poisson processes and martingales
• The monotone Poisson process

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