Timeline for If $L_t=\sum_{i=1}^{N_t}Y_i$ is a compound Poisson process, then $\left|\left\{s\in[0,t]:\Delta L_s\in B\right\}\right|=\sum_{i=1}^{N_t}1_B(Y_i)$
Current License: CC BY-SA 4.0
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| when toggle format | what | by | license | comment | |
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| Nov 22, 2020 at 13:07 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Oct 22, 2020 at 20:20 | answer | added | Iosif Pinelis | timeline score: 1 | |
| Oct 22, 2020 at 14:36 | history | asked | 0xbadf00d | CC BY-SA 4.0 |