arXiv:2004.07835 Abstract | arXiv Analytics

arXiv:2004.07835 [math.PR]Abstract References Reviews Resources

Some martingale characterizations of compound mixed Poisson processes

Demetrios P. Lyberopoulos, Nikolaos D. Macheras

Published 2020-04-16Version 1

Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the main result of Lyberopoulos and Macheras (2012), concerning martingale characterizations of mixed Poisson processes.

Comments: 11 pages. arXiv admin note: substantial text overlap with arXiv:1905.07629

Categories: math.PR

Subjects: 60G50, 91B30, 28A50, 60G44

Keywords: compound mixed poisson processes, main result, concerning martingale characterizations, lyberopoulos

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