An extension of watanabe's theorem of characterization of poisson processes over the positive real half line
- 1 March 1975
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 12 (02) , 396-399
- https://doi.org/10.1017/s0021900200048129
Abstract
We give an elementary proof of the martingale characterization theorem for Poisson processes over the positive real half line. This theorem is due to Watanabe [8] in the case where the mean measure associated to the Poisson process is the Lebesgue measure.Keywords
This publication has 2 references indexed in Scilit:
- On Square Integrable MartingalesNagoya Mathematical Journal, 1967
- On discontinuous additive functionals and Lévy measures of a Markov processJapanese journal of mathematics :transactions and abstracts, 1964