论文信息 - A Characterization of the Spatial Poisson Process and Changing Time - 字舞流文

A Characterization of the Spatial Poisson Process and Changing Time

On definit un processus ponctuel a deux indices et on etend la propriete due a Watanabe et generalisee par Bremaud (1981) sans utiliser la condition de martingale forte

David Nualart | Ely Merzbach | D. Nualart | Ely Merzbach

[1] P. Brémaud. Point processes and queues, martingale dynamics , 1983 .

[2] Shinzo Watanabe. On discontinuous additive functionals and Lévy measures of a Markov process , 1964 .

[3] F. Papangelou. Integrability of expected increments of point processes and a related random change of scale , 1972 .

[4] F. Papangelou,et al. The conditional intensity of general point processes and an application to line processes , 1974 .

[5] Some Classes of Two-Parameter Martingales , 1981 .

[6] J. Grandell. Doubly stochastic Poisson processes , 1976 .

[7] Moshe Zakai,et al. Weak Martingales and Stochastic Integrals in the Plane , 1976 .

[8] J. Szpirglas,et al. Équations du filtrage pour un processus de poisson mélangé á deux indices , 1980 .

[9] J. Kingman,et al. Completely random measures. , 1967 .

[10] Représentation des martingales de carré integrable relative aux processus de Wiener et de Poisson à n paramètres , 1976 .

[11] R. Cairoli,et al. On changing time , 1977 .

[12] Predictable and dual predictable projections of two-parameter stochastic processes , 1980 .

[13] Changing time for two-parameter strong martingales , 1981 .