Some limit theorems for simple point processes (a martingale approach)
From MaRDI portal
Publication:3883235
DOI10.1080/17442508008833145zbMath0441.60045MaRDI QIDQ3883235
Albert N. Shiryaev, Robert Sh. Liptser, Youri M.Kabanov
Publication date: 1980
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508008833145
60G44: Martingales with continuous parameter
60G07: General theory of stochastic processes
60F17: Functional limit theorems; invariance principles
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Poisson approximation for some point processes in reliability, Convergence of probability measures and Markov decision models with incomplete information, Stability theorem for stochastic differential equations with jumps, Necessary and sufficient conditions for the convergence of semimartingales to processes with conditionally independent increments, Convergence of thinning processes using compensators, On the convergence of point processes, On convergence in variation of the distributions of multivariate point processes, Convergence of the empirical distribution to the poisson process, Stochastic equations and krylov's estimates for semimartingales, Unnamed Item, Compensators and Cox convergence, On properties of strong solutions of stochastic equations with respect to semimartingales
Cites Work
