Tid: 27 januari 1997 kl 1515-1700
Plats : Seminarierummet 3733, Institutionen för matematik, KTH, Lindstedts väg 25, plan 7. Karta!
Föredragshållare: Bronius Grigelionis , Vilnius
Titel: Mixed exponential processes and martingales
Sammanfattning: We shall discuss the extension of the theory of mixed Poisson processes, developed by Ove Lundberg, to the case of arbitrary exponential families of processes with independent increments. Main attention will be paid to the martingale characterization properties and some applications