Properties of Poisson processes directed by compound Poisson-Gamma subordinators
In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times. We also study the time-changed Poisson processes where the role of time is played by the processes of the form $G(...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2018-05-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/18-VMSTA101 |