Birth and death processes as projections of higher-dimensional Poisson processes
- 1 June 1995
- journal article
- stochastic geometry-and-statistical-applications
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 27 (04) , 911-930
- https://doi.org/10.1017/s000186780004773x
Abstract
Birth and death processes can be constructed as projections of higher-dimensional Poisson processes. The existence and uniqueness in the strong sense of the solutions of the time change problem are obtained. It is shown that the solution of the time change problem is equivalent to the solution of the corresponding martingale problem. Moreover, the processes obtained by the projection method are ergodic under translations.Keywords
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