A martingale approach to point processes in the plane

DOI10.1214/aop/1176991900zbMath0639.60055OpenAlexW2150666324MaRDI QIDQ1099880

David Nualart, Ely Merzbach

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1214/aop/1176991900

zbMATH Keywords

integral representation theoremmartingale theory of one-dimensional point processes

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Predictable projections for point process filtrations ⋮ Point processes indexed by directed sets ⋮ Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction ⋮ On point processes in the plane ⋮ A class of nonparametric bivariate survival function estimators for randomly censored and truncated data

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