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Consecutive Subordination of Poisson Processes and Gamma Processes - MaRDI portal

Consecutive Subordination of Poisson Processes and Gamma Processes (Q4684575)

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scientific article; zbMATH DE number 6945969
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Consecutive Subordination of Poisson Processes and Gamma Processes
scientific article; zbMATH DE number 6945969

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    Consecutive Subordination of Poisson Processes and Gamma Processes (English)
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    1 October 2018
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    subordinated Lévy processes
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    transition probability
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    Bessel function
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    confluent hypergeometric function
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    iteration of negative binomial processes
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    Pólya-Aeppli process
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    iteration of Tweedie processes
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