On point processes in the plane

C. Arenas

Statistics & Probability Letters, 1989, vol. 8, issue 4, 325-328

Abstract: We first characterize the natural filtration as well as the optional and previsible processes associated with a point process in the plane. For processes with only a finite number of jumps we find a right-continuous, left-limited version for every uniformly integrable martingale.

Keywords: point; process; optional; previsible; process; uniformly; integrable; martingale (search for similar items in EconPapers)
Date: 1989
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