Coordinate point fields and their compensators. II. (English. Ukrainian original) Zbl 0939.60044

Mishura, Yu. S.

Theory Probab. Math. Stat. 57, 123-131 (1998); translation from Teor. Jmovirn. Mat. Stat. 57, 116-124 (1997).

The author proceeds her investigations which goes back to her previous paper [ibid. 55, 153-159 (1997); resp. ibid. 55, 144-150 (1996; Zbl 0923.60055)]. In this paper formulae for weakly predictable compensators of elementary as well as general coordinate point fields are presented.

Reviewer: A.V.Swishchuk (Kyïv)

MSC:

60G60	Random fields
60G44	Martingales with continuous parameter
60G55	Point processes (e.g., Poisson, Cox, Hawkes processes)

Keywords:

random fields; point fields; compensators

Citations:

Zbl 0923.60055