We consider a situation in which the evolution of an 'underlying' marked point process is of interest, but where this process is not directly observable. Instead, we assume that another marked point process, which is fully determined by the underlying process, can be observed. The problem is...

It is well known that a univariate counting process with a given intensity function becomes Poisson, with unit parameter, if the original time parameter is replaced by the integrated intensity. P. A. Meyer (in Martingales (H. Dinges, Ed.), pp. 32-37. Lecture Notes in Mathematics, Vol. 190,...