HITTING PROBABILITIES OF WEIGHTED POISSON PROCESSES WITH DIFFERENT INTENSITIES AND THEIR SUBORDINATIONS

被引：0
|
作者：
左恒 [1 ]
沈兆晖 [1 ]
让光林 [1 ,2 ]
机构：
[1] SchoolofMathematicsandStatistics,WuhanUniversity
[2] ComputationalScienceHubeiKeyLaboratory,WuhanUniversity
来源：
Acta Mathematica Scientia | 2021年 / 41卷 / 01期
基金：
中国国家自然科学基金;
关键词：
D O I：
暂无
中图分类号：
O211.6 [随机过程];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, we study the hitting probabilities of weighted Poisson processes and their subordinated versions with different intensities. Furthermore, we simulate and analyze the asymptotic properties of the hitting probabilities in different weights and give an example in the case of subordination.
引用
收藏
页码：67 / 84
页数：18
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