Explicit distributions and time-changed dynamics of the two-state Markov modulated Poisson process

DOI10.1007/S11009-026-10327-1MaRDI QIDQ7354620zbMATH OpenFDO

Authors Nicola Giordano, Barbara Martinucci, Paola Paraggio

Publication date 21 September 2026

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S11009-026-10327-1

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on discrete state spaces (60J27)

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