On minimal predictable intensity of point processes

2024/07/31 by Haoming Wang, Wang, Haoming
Mathematics · #60A05 #60G05 #60G55 #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Mathematics #Point processes and geometric inequalities #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2407.21651

openalex publication_date 2024/07/31 · openalex created_date 2024/09/11 · openalex updated_date 2026/07/28

Abstract

An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of measures.

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