Conditional intensities and coincidence properties of stochastic processes with embedded point processes

König, Dieter
Schmidt, Volker

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Publication date

April 1993

DOI

10.1016/0304-4149(93)90074-E

Publisher

Published by Elsevier B.V.

Abstract

AbstractThe aim of the present paper is to discuss three types of coincidence properties (EPSTA, CEPSTA, MUSTA) of stationary continuous-time stochastic processes with embedded point processes. It turns out that not only EPSTA and CEPSTA, but also MUSTA can be characterized by certain invariance properties of conditional intensities of the embedded point processes

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Conditional intensities and coincidence properties of stochastic processes with embedded point processes

Abstract

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Conditional intensities and coincidence properties of stochastic processes with embedded point processes

Abstract

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