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Keywords:
random measure; point process; conditional intensity; absolute continuity; martingales
random measure; point process; conditional intensity; absolute continuity; martingales
Summary:
We prove the existence of the conditional intensity of a random measure that is absolutely continuous with respect to its mean; when there exists an L$^{p}$-intensity, $p>1$, the conditional intensity is obtained at the same time almost surely and in the mean.
References:
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