Markov property of point processes

DOI10.1007/BF00390276zbMath0608.60053OpenAlexW2072279802MaRDI QIDQ1085888

Hans G. Kellerer

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00390276

zbMATH Keywords

Markov propertycompensatorcharacterization of the Poisson process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes (60J99)

Related Items (4)

Markov models and Thiele's integral equations for the prospective reserve ⋮ Marginal Distributions of the Counting Process Associated with Generalized Order Statistics ⋮ The Markov-quantile process attached to a family of marginals ⋮ Order conditioned independence of real random variables

Cites Work

• Order conditioned independence of real random variables
• Point processes and queues. Martingale dynamics
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Characterization and convergence of random measures and point processes
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Markov property of point processes