Martingale characteristics of mixed poisson processes

DOI10.1007/BF02809317zbMath0638.60078MaRDI QIDQ3779538

Dietmar Pfeifer

Publication date: 1987

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

completely monotonic functionsmixed Poisson processmartingale propertiespure birth processestransformations of the occurrence times

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• A martingale characterization of mixed Poisson processes
• The structure of elementary pure birth processes

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