Some martingale characterizations of compound mixed Poisson processes

Autor:	Lyberopoulos, Demetrios P., Macheras, Nikolaos D.
Rok vydání:	2020
Předmět:	Mathematics - Probability Primary 60G50 91B30 secondary 28A50 60G44
Druh dokumentu:	Working Paper
Popis:	Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the main result of Lyberopoulos and Macheras (2012), concerning martingale characterizations of mixed Poisson processes. Comment: 11 pages. arXiv admin note: substantial text overlap with arXiv:1905.07629
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2004.07835 Zobrazit plný text záznamu View this record from Arxiv