On the asymptotic behavior of mixed Poisson processes

DOI10.1007/BF02986859zbMath0911.60033MaRDI QIDQ1381644

Bronius Grigelionis

Publication date: 1 April 1998

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

martingalestochastic integraliterated logarithmcompensator

Mathematics Subject Classification ID

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

Related Items (1)

On mixed exponential processes and martingales

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A law of the iterated logarithm for stochastic integrals
• A strong law of large numbers for local martingales
• On mixed poisson processes and martingales

This page was built for publication: On the asymptotic behavior of mixed Poisson processes