Derived random measures

DOI10.1016/0304-4149(78)90005-4zbMath0399.60042OpenAlexW2063075018MaRDI QIDQ1254779

Alan F. Karr

Publication date: 1978

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(78)90005-4

zbMATH Keywords

Point ProcessAdditive Random MeasureDerived Random MeasureLaplace FunctionalPoisson Random MeasureRandom Measure

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

State estimation for Cox processes on general spaces ⋮ A partially observed Poisson process

Cites Work

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• On the existence and path properties of stochastic integrals
• Completely random measures
• Limits of compound and thinned point processes
• Processes with conditional stationary independent increments
• Characterization and convergence of random measures and point processes

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