论文标题
复合混合泊松过程的一些Martingale特征
Some martingale characterizations of compound mixed Poisson processes
论文作者
论文摘要
证明了复合混合泊松工艺的一些Martingale特征，从而扩展了S. Watanabe（1964）的Martingale对泊松过程的特征以及Lyberopoulos和Macheras（2012）的主要结果，涉及Martingale混合泊松过程的Martingale特征。
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.
