Some martingale characterizations of compound mixed Poisson processes
arXiv:2004.07835
Abstract
Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the main result of Lyberopoulos and Macheras (2012), concerning martingale characterizations of mixed Poisson processes.
11 pages. arXiv admin note: substantial text overlap with arXiv:1905.07629