A martingale approach to point processes in the plane

E. Merzbach, D. Nualart

Research output: Contribution to journalArticlepeer-review

Abstract

A rigorous definition of two-parameter point processes is given as a distribution of a denumerable number of random points in the plane. A characterization with stopping lines and relation with predictability are obtained. Using the one-parameter multivariate point-process representation, a general representation theorem for a wide class of martingales is presented, which extends the representation theorem with respect to a Poisson process.
Original languageAmerican English
Pages (from-to)265-274
JournalThe Annals of Probability
Volume16
Issue number1
StatePublished - 1988

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