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Compound Poisson Process with a Poisson Subordinator - MaRDI portal

Compound Poisson Process with a Poisson Subordinator (Q2949842)

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Compound Poisson Process with a Poisson Subordinator
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    Compound Poisson Process with a Poisson Subordinator (English)
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    2 October 2015
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    compound Poisson process
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    Poisson subordinator
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    Bell polynomials
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    first-crossing time
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    iterated process
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    linear boundary
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    mean sojourn time
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