Conditionally Independent Increment Point Processes
نویسندگان
چکیده
منابع مشابه
A Symmetry Characterization of Conditionally Independent Increment Martingales
We show that a càdlàg, local martingale has conditionally independent increments and symmetric jumps if and only if its law is invariant under integral transformations which preserve quadratic variation.
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Article history: Received 15 June 2011 Accepted 3 May 2012 Available online xxxx
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2011
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200008007