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math.PR2025
On minimal predictable intensity of point processes
Haoming Wang
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 Poisso…
math.PR2025
Martingale Problem and Quadratic Family
Haoming Wang
Assuming uniqueness of the martingale problem for Markov processes of generators in a quadratic family like \[q_t(i,j) = a_t(i) q_0(i,j)^2 + b_t(i) q_0(i,j) - \frac{a_t(i)}{N…