On the convergence of point processes

DOI10.1007/BF00960075zbMath0652.60054MaRDI QIDQ1107210

Jean Jacod

Publication date: 1987

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

zbMATH Keywords

weak convergenceconvergence in lawpoint processesstopping timesconvergence of the compensatorscounting process with compensator

Mathematics Subject Classification ID

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

Related Items (3)

Birth death swap population in random environment and aggregation with two timescales ⋮ The extremal family generated by the Yule process ⋮ Convergence of excursion point processes and its applications to functional limit theorems of Markov processes on a half-line

Cites Work

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• Necessary and sufficient conditions for convergence of semimartingales and point processes. II
• A martingale approach to the Poisson convergence of simple point processes
• Stopping times and tightness
• Some limit theorems for simple point processes (a martingale approach)
• [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]

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