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- W2006322905 abstract "We consider time-changed Poisson processes, and derive the governing difference–differential equations (DDEs) for these processes. In particular, we consider the time-changed Poisson processes where the time-change is inverse Gaussian, or its hitting time process, and discuss the governing DDEs. The stable subordinator, inverse stable subordinator and their iterated versions are also considered as time-changes. DDEs corresponding to probability mass functions of these time-changed processes are obtained. Finally, we obtain a new governing partial differential equation for the tempered stable subordinator of index 0<β<1, when β is a rational number. We then use this result to obtain the governing DDE for the mass function of the Poisson process time-changed by the tempered stable subordinator. Our results extend and complement the results in Baeumer et al. (2009) and Beghin and Orsingher (2009) in several directions." @default.
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- W2006322905 date "2011-12-01" @default.
- W2006322905 modified "2023-10-16" @default.
- W2006322905 title "Time-changed Poisson processes" @default.
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- W2006322905 doi "https://doi.org/10.1016/j.spl.2011.08.002" @default.
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