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On characterizing the representation for a reversed point martingale - MaRDI portal

On characterizing the representation for a reversed point martingale

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Publication:1012933

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DOI10.11650/TWJM/1500405088zbMath1175.60039OpenAlexW4252481985MaRDI QIDQ1012933

Ching-Sung Chou, Tsung-Lin Cheng

Publication date: 28 April 2009

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.11650/twjm/1500405088

zbMATH Keywords

point processes empirical process time reversal

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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