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arXiv · 2407.21651

On minimal predictable intensity of point processes

Haoming Wang
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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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Haoming Wang. 2024-07-31. On minimal predictable intensity of point processes. https://arxiv.org/abs/2407.21651

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