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

Access to Document

10.1080/15598608.2008.10411895

Cite this

@article{8a60b5fcc7214673859aa0e15e0934c8,

title = "A simple approach to the integrals under three stochastic processes",

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.",

keywords = "Birth process, Death process, Immigration, Integral, Poisson process",

author = "J. Gani and Swift, \{R. J.\}",

year = "2008",

doi = "10.1080/15598608.2008.10411895",

language = "English",

volume = "2",

pages = "559--568",

journal = "Journal of Statistical Theory and Practice",

issn = "1559-8608",

publisher = "Springer Nature",

number = "4",

}

TY - JOUR

T1 - A simple approach to the integrals under three stochastic processes

AU - Gani, J.

AU - Swift, R. J.

PY - 2008

Y1 - 2008

N2 - 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.

AB - 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.

KW - Birth process

KW - Death process

KW - Immigration

KW - Integral

KW - Poisson process

UR - https://www.scopus.com/pages/publications/85008815728

U2 - 10.1080/15598608.2008.10411895

DO - 10.1080/15598608.2008.10411895

M3 - Article

SN - 1559-8608

VL - 2

SP - 559

EP - 568

JO - Journal of Statistical Theory and Practice

JF - Journal of Statistical Theory and Practice

IS - 4

ER -

A simple approach to the integrals under three stochastic processes

Abstract

Access to Document

Other files and links

Fingerprint

Cite this