Displaying similar documents to “The realization of positive random variables via absolutely continuous transformations of measure on Wiener space.”

On the conditional intensity of a random measure

Pierre Jacob, Paulo Eduardo Oliveira (1994)

Commentationes Mathematicae Universitatis Carolinae

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We prove the existence of the conditional intensity of a random measure that is absolutely continuous with respect to its mean; when there exists an L p -intensity, p > 1 , the conditional intensity is obtained at the same time almost surely and in the mean.