Reduction of dimension for spatial point processes and right continuous martingales

DOI10.1080/10451120290008539zbMath1004.60048OpenAlexW2013455491MaRDI QIDQ4543511

Giacomo Aletti, Vincenzo Capasso

Publication date: 8 August 2002

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10451120290008539

zbMATH Keywords

martingaleoptional increasing pathspatial Poisson processplane point processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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