Geodesic
On the conditional intensity of a random measure
Commentationes Mathematicae Universitatis Carolinae, Tome 35 (1994) no. 1, pp. 103-109

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

We prove the existence of the conditional intensity of a random measure that is absolutely continuous with respect to its mean; when there exists an L$^{p}$-intensity, $p>1$, the conditional intensity is obtained at the same time almost surely and in the mean.
Classification : 60G44, 60G55, 60G57
Keywords: random measure; point process; conditional intensity; absolute continuity; martingales 
@article{CMUC_1994__35_1_a10,
     author = {Jacob, Pierre and Oliveira, Paulo Eduardo},
     title = {On the conditional intensity of a random measure},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     pages = {103--109},
     publisher = {mathdoc},
     volume = {35},
     number = {1},
     year = {1994},
     mrnumber = {1292587},
     zbl = {0795.60034},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMUC_1994__35_1_a10/}
}
TY  - JOUR
AU  - Jacob, Pierre
AU  - Oliveira, Paulo Eduardo
TI  - On the conditional intensity of a random measure
JO  - Commentationes Mathematicae Universitatis Carolinae
PY  - 1994
SP  - 103
EP  - 109
VL  - 35
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/CMUC_1994__35_1_a10/
LA  - en
ID  - CMUC_1994__35_1_a10
ER  - 
%0 Journal Article
%A Jacob, Pierre
%A Oliveira, Paulo Eduardo
%T On the conditional intensity of a random measure
%J Commentationes Mathematicae Universitatis Carolinae
%D 1994
%P 103-109
%V 35
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/CMUC_1994__35_1_a10/
%G en
%F CMUC_1994__35_1_a10
Jacob, Pierre; Oliveira, Paulo Eduardo. On the conditional intensity of a random measure. Commentationes Mathematicae Universitatis Carolinae, Tome 35 (1994) no. 1, pp. 103-109. http://geodesic.mathdoc.fr/item/CMUC_1994__35_1_a10/