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.
@article{118645,
author = {Pierre Jacob and Paulo Eduardo Oliveira},
title = {On the conditional intensity of a random measure},
journal = {Commentationes Mathematicae Universitatis Carolinae},
volume = {35},
year = {1994},
pages = {103-109},
zbl = {0795.60034},
mrnumber = {1292587},
language = {en},
url = {http://dml.mathdoc.fr/item/118645}
}
Jacob, Pierre; Oliveira, Paulo Eduardo. On the conditional intensity of a random measure. Commentationes Mathematicae Universitatis Carolinae, Tome 35 (1994) pp. 103-109. http://gdmltest.u-ga.fr/item/118645/
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