On the one-dimensional distributions of counting processes with stochastic intensities†

DOI10.1080/17442508608833415zbMath0611.60044OpenAlexW1987021734MaRDI QIDQ3750729

Benjamin Melamed, Jean Walrand

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833415

zbMATH Keywords

counting processcharacterization of a point process by its stochastic intensitypoint processes with Poisson marginals

Mathematics Subject Classification ID

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

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Cites Work

• Calcul stochastique et problèmes de martingales