A simple proof of the multivariate random time change theorem for point processes

DOI10.2307/3214247zbMath0648.60057OpenAlexW2331312334MaRDI QIDQ3793447

M. Gopalan Nair, Timothy C. Brown

Publication date: 1988

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

Full work available at URL: https://doi.org/10.2307/3214247

zbMATH Keywords

Laplace transformPoisson processesmultivariate counting processpredictable processesinnovation martingales

Mathematics Subject Classification ID

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

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