A simple approach to the integrals under three stochastic processes

J. Gani; R. J. Swift

doi:10.1080/15598608.2008.10411895

A simple approach to the integrals under three stochastic processes

J. Gani, R. J. Swift

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

A simplified approach to the integral under the stochastic path for each of a birth, death, and immigration process is presented. The geometric method described is intended to provide intuitive understanding for the known expressions of the Laplace-Stieltjes transforms of the integral of the process.

Original language	English
Pages (from-to)	559-568
Number of pages	10
Journal	Journal of Statistical Theory and Practice
Volume	2
Issue number	4
DOIs	https://doi.org/10.1080/15598608.2008.10411895
Publication status	Published - 2008

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10.1080/15598608.2008.10411895

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KW - Birth process

KW - Death process

KW - Immigration

KW - Integral

KW - Poisson process

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DO - 10.1080/15598608.2008.10411895

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JO - Journal of Statistical Theory and Practice

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A simple approach to the integrals under three stochastic processes

Abstract

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