Reduction of dimension for spatial point processes and right continuous martingales

DOI10.1080/10451120290008539MaRDI QIDQ4543511zbMATH OpenOpenAlexFDO

Authors 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 pathplane point processesspatial Poisson process

Mathematics Subject Classification ID

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

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