On minimal predictable intensity of point processes
Fuente:
arXiv
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| Main Author: | |
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866915946390618112 |
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| author | Wang, Haoming |
| author_facet | Wang, Haoming |
| contents | An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of measures. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_21651 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On minimal predictable intensity of point processes Wang, Haoming Probability Applications 60A05, 60G05, 60G55 An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of measures. |
| title | On minimal predictable intensity of point processes |
| topic | Probability Applications 60A05, 60G05, 60G55 |
| url | https://arxiv.org/abs/2407.21651 |