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An extension of watanabe's theorem of characterization of poisson processes over the positive real half line

Published online by Cambridge University Press:  14 July 2016

P. Bremaud
P. Bremaud*
Affiliation:
CEREMADE, Université de Paris (IX) Dauphine
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Abstract

We give an elementary proof of the martingale characterization theorem for Poisson processes over the positive real half line. This theorem is due to Watanabe [8] in the case where the mean measure associated to the Poisson process is the Lebesgue measure.

Keywords

POISSON PROCESSMARTINGALES

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 12 , Issue 2 , June 1975 , pp. 396 - 399
Copyright
Copyright © Applied Probability Trust 1975 

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References

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