Random space change for multiparameter point processes

DOI10.1214/AOP/1176990743zbMATH Open0712.60053OpenAlexW2001383258MaRDI QIDQ749036FDOQ749036

Authors: M. Gopalan Nair 

Publication date: 1990

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990743

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zbMATH Keywords

Poisson processstopping setscompensatorsmultiparameter point processrandom space change

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44)

Cited In (5)

• A simple proof of the multivariate random time change theorem for point processes
• Anticipative direct transformations on the Poisson space
• On non-simple marked point processes
• Transforming spatial point processes into Poisson processes
• Assessment of point process models for earthquake forecasting

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