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 language | American English |
|---|---|
| Pages (from-to) | 265-274 |
| Journal | The Annals of Probability |
| Volume | 16 |
| Issue number | 1 |
| State | Published - 1988 |