Construction of diffusion processes by means of poisson Point process of Brownian excursions

Author(s):  
Shinzo Watanabe
Author(s):  
Chao Fang ◽  
Behrooz Makki ◽  
Yateng Hong ◽  
Xiaodong Xu ◽  
Tommy Svensson

2018 ◽  
Vol 33 (4) ◽  
pp. 1767-1798 ◽  
Author(s):  
Athanasios C. Micheas ◽  
Jiaxun Chen

2001 ◽  
Vol 33 (1) ◽  
pp. 1-5 ◽  
Author(s):  
A. D. Barbour ◽  
V. Schmidt

Consider the Boolean model in ℝ2, where the germs form a homogeneous Poisson point process with intensity λ and the grains are convex compact random sets. It is known (see, e.g., Cressie (1993, Section 9.5.3)) that Laslett's rule transforms the exposed tangent points of the Boolean model into a homogeneous Poisson process with the same intensity. In the present paper, we give a simple proof of this result, which is based on a martingale argument. We also consider the cumulative process of uncovered area in a vertical strip and show that a (linear) Poisson process with intensity λ can be embedded in it.


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