Let N t be a non-homogeneous Poisson process. Is N t a martingale? Is the process X

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Let N_t be a non-homogeneous Poisson process. Is N_t a martingale? Is the process X_t = N_t −E{N_t} a martingale (with respect tow_t )?

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Probability And Stochastic Modeling

ISBN: 9781439872062

1st Edition

Authors: Vladimir I. Rotar

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Question Posted: Jan 11, 2024 09:01 AM

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Let N t be a non-homogeneous Poisson process. Is N t a martingale? Is the process X

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By definition the process N is that of independent ...View the full answer

Probability And Stochastic Modeling

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