Point processes: Distributions, partial orders and compensators.
Jacod ([23]) established that the compensator of a simple point process on R+, when taken with respect to the point process' internal history, exists as an essentially unique predictable increasing process which determines the point process' distribution. In the present thesis, we endeavou...
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University of Ottawa (Canada)
2009
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| Online Access: | http://hdl.handle.net/10393/9057 http://dx.doi.org/10.20381/ruor-7620 |