A martingale characterization of the set-indexed poisson process

DOI10.1080/17442509408833945zbMath0854.60046OpenAlexW2060936194MaRDI QIDQ4885238

B. Gail Ivanoff, Ely Merzbach

Publication date: 5 January 1997

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

Full work available at URL: https://doi.org/10.1080/17442509408833945

zbMATH Keywords

latticeDoob-Meyer decompositioncompensatorstrong martingaleset-indexed Poisson process

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Stopping and set-indexed local martingales ⋮ A martingale characterization of the set-indexed Brownian motion ⋮ Unbiased estimation of the volume of a convex body ⋮ Fractional Poisson fields and martingales ⋮ Stochastic birth-and-growth processes modelling crystallization of polymers with spatially heterogeneous parameters ⋮ The set-indexed Itô integral

Cites Work

• Predictability and stopping on lattices of sets
• Poisson convergence in two dimensions with application to row and column exchangeable arrays
• A characterization of the spatial Poisson process and changing time
• Stopping and set-indexed local martingales
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• On conditional intensities of point processes
• The conditional intensity of general point processes and an application to line processes
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