Hitting probabilities of weighted Poisson processes with different intensities and their subordinations

DOI10.1007/s10473-021-0104-6OpenAlexW3115695272MaRDI QIDQ2154241

Zhaohui Shen, Heng Zuo, Guanglin Rang

Publication date: 14 July 2022

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10473-021-0104-6

zbMATH Keywords

subordinationhitting probabilitiesweighted Poisson processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Generalized fractional counting process ⋮ Skellam and time-changed variants of the generalized fractional counting process

Cites Work

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