Hitting probabilities of weighted Poisson processes with different intensities and their subordinations
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Physics and Astronomy,General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s10473-021-0104-6.pdf
Reference16 articles.
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3. Bochner S. Diffffusion equation and stochastic processes. PNAS, USA, 1949, 35(7): 368–370
4. Buchmann B, Kaehler B, Maller R. Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing. Stochastic Processes and their Applications, 2017, 127(7): 2208–2242
5. Cont R, Tankov P. Financial Modelling with Jump Processes. London: Chapman & Hall, 2003
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