Martingale characteristics of mixed poisson processes

DOI10.1007/BF02809317zbMATH Open0638.60078MaRDI QIDQ3779538FDOQ3779538

Authors: Dietmar Pfeifer 

Publication date: 1987

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

Recommendations

• A martingale characterization of mixed Poisson processes
• On mixed poisson processes and martingales
• Martingale characterization of Pólya processes and sequences
• Some characterizations of mixed Poisson processes
• scientific article; zbMATH DE number 69203

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 (13)

• 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 martingale characterizations of generalized counting process and its time-changed variants
• On mixed poisson processes and martingales
• Title not available (Why is that?)
• On martingale characterizations for some generalized space fractional Poisson processes
• The monotone Poisson process
• A martingale characterization of Pólya-Lundberg processes
• Martin-Löf random generalized Poisson processes
• Laplace transforms, Mellin transforms and mixed poisson processes
• A characterization of martingale-equivalent mixed compound Poisson processes
• Some characterizations of mixed Poisson processes

This page was built for publication: Martingale characteristics of mixed poisson processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3779538)