An extension of watanabe's theorem of characterization of poisson processes over the positive real half line

1 June 1975

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 12 (2) , 396-399
https://doi.org/10.2307/3212457

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

POISSON PROCESSES
MARTINGALE CHARACTERIZATION
ELEMENTARY PROOF
MEAN MEASURE
LEBESGUE MEASURE
MEASURE ASSOCIATED
WATANABE'S THEOREM

This publication has 1 reference indexed in Scilit:

Capacités et processus stochastiques
Published by Springer Nature ,1972