Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/55725
Type: Artigo de periódico
Title: BIRTH AND DEATH PROCESSES AS PROJECTIONS OF HIGHER-DIMENSIONAL POISSON PROCESSES
Author: GARCIA, NL
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.
Subject: POISSON POINT PROCESS
SPATIAL BIRTH AND DEATH PROCESSES
RANDOM TIME CHANGE
MARTINGALE PROBLEM
SPATIAL ERGODICITY
Country: Inglaterra
Editor: Applied Probability Trust
Rights: fechado
Identifier DOI: 10.2307/1427928
Date Issue: 1995
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

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