A martingale characterization of mixed Poisson processes

DOI10.2307/3214076zbMath0619.60050OpenAlexW4253283883MaRDI QIDQ3756236

Dietmar Pfeifer, Ursula Heller

Publication date: 1987

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

Full work available at URL: https://doi.org/10.2307/3214076

zbMATH Keywords

mixed Poisson processpure birth processjump times

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (5)

On the sample path properties of mixed Poisson processes ⋮ Martingale characteristics of mixed poisson processes ⋮ NONNEGATIVITY OF COVARIANCES BETWEEN FUNCTIONS OF ORDERED RANDOM VARIABLES ⋮ A martingale characterization of Pólya-Lundberg processes ⋮ On mixed poisson processes and martingales

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