Conditioned point processes with application to Lévy bridges

DOI10.1007/s10959-018-0863-8zbMath1480.60116arXiv1801.07600OpenAlexW3103813307MaRDI QIDQ2330426

Giovanni Conforti, Tetiana Kosenkova, Sylvie Roelly

Publication date: 22 October 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.07600

zbMATH Keywords

Lévy bridgesMecke's formulaconditioned point processesperiodic Ornstein-Uhlenbeck

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Splitting-characterizations of the Papangelou process
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• Lectures on the Poisson Process
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