Moments of Markovian growth–collapse processes

DOI10.1017/apr.2021.63zbMath1503.60106arXiv2103.04644OpenAlexW3135441333MaRDI QIDQ5055361

Nicolas Privault

Publication date: 13 December 2022

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.04644

zbMATH Keywords

momentscumulantsPoisson shot noisegrowth-collapse processesstochastic integrals with jumpsuniform cut-off rates

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

On decay–surge population models

Uses Software

• Maple
• Mathematica

Cites Work

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