Poisson process via martingale and related characteristics

DOI10.1239/JAP/1032374644zbMATH Open0955.60020OpenAlexW1990454657MaRDI QIDQ4944559

Jacek Wesołowski

Publication date: 21 February 2001

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

Full work available at URL: https://doi.org/10.1239/jap/1032374644

zbMATH Keywords

characterizationsmartingalesPoisson processconditional variancecoditioning given the pastconditioning given the future

Mathematics Subject Classification ID

Distribution theory (60E99)

Related Items (2)

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