Presented at the SIPTA Seminar series (), 16 Jun. 2023.
The Poisson process is one of the more fundamental continuous-time uncertain processes. Besides its appearance in many applications, it is also interesting because there’s several equivalent ways to define/construct it. In this talk I will treat a couple of these definitions, will explain how I succeeded in generalising one of them to allow for imprecision, and will discuss how one could go about generalising the others. Furthermore, I will explain how this work on the Poisson process fits in my more general push to advance the theory of Markovian imprecise (continuous-time) processes, and will touch on some (un)solved problems.