On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
Copyright policy )On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
In the paper we present the governing equations for marginal distributions of Poisson and Skellam processes time-changed by inverse subordinators. The equations are given in terms of convolution-type derivatives.
inverse subordinator, Sums of independent random variables; random walks, Probability (math.PR), time-change, Poisson process, Processes with independent increments; Lévy processes, Skellam process, FOS: Mathematics, convolution-type derivatives, Point processes (e.g., Poisson, Cox, Hawkes processes), governing equation, Mathematics - Probability
inverse subordinator, Sums of independent random variables; random walks, Probability (math.PR), time-change, Poisson process, Processes with independent increments; Lévy processes, Skellam process, FOS: Mathematics, convolution-type derivatives, Point processes (e.g., Poisson, Cox, Hawkes processes), governing equation, Mathematics - Probability
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