Some remarks on processes with independent increments
Jia-Gang Wang (1981)
Séminaire de probabilités de Strasbourg
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Jia-Gang Wang (1981)
Séminaire de probabilités de Strasbourg
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Penrose, Mathew D. (2007)
Electronic Journal of Probability [electronic only]
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Gnedin, Alexander (2008)
Electronic Communications in Probability [electronic only]
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Blažena Frcalová, Viktor Beneš (2009)
Kybernetika
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The paper deals with Cox point processes in time and space with Lévy based driving intensity. Using the generating functional, formulas for theoretical characteristics are available. Because of potential applications in biology a Cox process sampled by a curve is discussed in detail. The filtering of the driving intensity based on observed point process events is developed in space and time for a parametric model with a background driving compound Poisson field delimited by special test...
Birkner, Matthias, Blath, Jochen (2009)
Electronic Journal of Probability [electronic only]
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Klaus Krickeberg (1980)
Banach Center Publications
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Lambert, Amaury (2001)
Electronic Journal of Probability [electronic only]
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Bansaye, Vincent (2009)
Journal of Probability and Statistics
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Bertoin, Jean, Pitman, Jim (2000)
Electronic Journal of Probability [electronic only]
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Evans, Steven N., Peres, Yuval (1998)
Electronic Communications in Probability [electronic only]
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