On the comparison of pure jump processes

DOI10.1051/RO/1992260100411MaRDI QIDQ4016773zbMATH OpenOpenAlexFDO

Authors Marco Scarsini, Bruno Bassan

Publication date 16 January 1993

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/105029

zbMATH Keywords

superpositionthinningorderingspure jump processesorderings for point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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• Pure jump increasing processes and the change of variables formula
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• On the comparison of point processes
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• Sufficient and necessary conditions for stochastic comparability of jump processes

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