A MARTINGALE CHARACTERIZATION OF QUANTUM POISSON PROCESSES

被引:2
作者
FAGNOLA, F
机构
[1] Dipartimento di Matematica, Università di Trento, Povo (TN)
关键词
D O I
10.1007/BF01197888
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study the characterization problem of quantum Poisson processes using the martingale property and some conditions on moments up to fourth order. These conditions are inspired by an assumption on the quadratic variation that is equivalent, in classical cases, to the fact that the process has purely discontinuous sample paths with unit jumps. © 1990 Springer-Verlag.
引用
收藏
页码:323 / 333
页数:11
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