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arXiv · 1806.00277

On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators

K. V. Buchak·L. M. Sakhno
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Abstract

In the paper we present the governing equations for marginal distributions of Poisson and Skellam processes time-changed by inverse subordinators. The equations are given in terms of convolution-type derivatives.

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K. V. Buchak, L. M. Sakhno. 2018-06-01. On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators. https://doi.org/10.1090/tpms%2F1064

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