On minimal predictable intensity of point processes
Probability
2026-04-22 v3 Applications
Abstract
An adapted, right-continuous, non-decreasing, integer-valued process with unit jumps and starting at zero has a minimal predictable intensity if and only if it is a standard Poisson process under an absolutely continuous transformation of measures.
Keywords
Cite
@article{arxiv.2407.21651,
title = {On minimal predictable intensity of point processes},
author = {Haoming Wang},
journal= {arXiv preprint arXiv:2407.21651},
year = {2026}
}
Comments
Separate into two papers, the first entitled "On minimal predictable intensity of point processes" to appear in Houston Journal of Mathematics, the second arXiv:2509.06016