Generalized Poisson measures on topological spaces and applications

DOI10.1080/07362994.2020.1810070zbMath1477.60076OpenAlexW3082234871MaRDI QIDQ5005987

Jewgeni H. Dshalalow, Ali H. M. al-Obaidi

Publication date: 12 August 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2020.1810070

zbMATH Keywords

stochastic controlmodulationPoisson random measureCampbell's formulastochastic financestochastic intensitiessemi-Markov modulated random measures

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• The Markov-modulated Poisson process (MMPP) cookbook
• On intensities of perturbed random measures on Hausdorff spaces
• Canonical representations and convergence criteria for processes with interchangeable increments
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