Abstract
The concept of point process is defined where the parameter set is a directed set. By extending the parameter set, every point process can be described as an integer measure on a well-ordered set, and then the predictable projection of a point process can be constructed.
Original language | English |
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Pages (from-to) | 105-119 |
Number of pages | 15 |
Journal | Stochastic Processes and their Applications |
Volume | 30 |
Issue number | 1 |
DOIs | |
State | Published - Nov 1988 |
Keywords
- Poisson process
- directed sets
- martingales
- point processes
- stopping points