How prove this ? - Quant版 - 未名存档

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话题: prove话题: dj话题: poisson话题: baozi话题: compound

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m****d 发帖数: 331	1 Baozi: 10. a compound Poisson process has iid increments and stationary increment? Thanks. compound Poisson process: Xt=sigma(i=1,N(t))Dj, with jump intensity Mu and jump distribution F. Dj are random.
s****h 发帖数: 3979	2 http://www.math.purdue.edu/~yhzhao/HikingPark/LEVY%20PROCESS/LevyHw1.pdf see the last one. baozi baozi
s****h 发帖数: 3979	3 Ft 10 baozi should be 100 mitbbs $

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话题: prove话题: dj话题: poisson话题: baozi话题: compound