Timeline for Is there any analogous to Levy characterization theorem for purely discontinuous martingales?
Current License: CC BY-SA 3.0
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| when toggle format | what | by | license | comment | |
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| Oct 8, 2017 at 6:29 | comment | added | John Dawkins | One analog of Levy's characterization of Brownian motion is due to S. Watanabe: if $\{N_t, t\ge 0\}$, is a counting process (right continuous pure jump process with jumps of size $+1$ only) with $N_t=0$ and if $N_t-\lambda t$ a martingale (for some $\lambda>0$) then $\{N_t, t\ge 0\}$ is a rate-$\lambda$ Poisson process. | |
| Sep 28, 2017 at 9:34 | vote | accept | Erfan Salavati | ||
| Sep 28, 2017 at 9:09 | answer | added | Mateusz Kwaśnicki | timeline score: 1 | |
| Sep 28, 2017 at 8:56 | history | asked | Erfan Salavati | CC BY-SA 3.0 |