A convergence criterion for systems of point processes from the convergence of their stochastic intensities

DOI10.1214/21-ECP372zbMath1479.60006arXiv2003.11400OpenAlexW3013841425MaRDI QIDQ2064803

Xavier Erny

Publication date: 6 January 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.11400

zbMATH Keywords

point processPoisson random measurestochastic intensity

Mathematics Subject Classification ID

Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (1)

Distribution dependent SDEs driven by additive continuous noise

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