12 citations · 12 across the 1 of their papers we have counts for
2 papers
math.PR2018
Properties of Poisson processes directed by compound Poisson-Gamma subordinators
Khrystyna Buchak, Lyudmyla Sakhno
In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators and derive the expressions for their hitting t…
math.PR2017★ 12 cited
Compositions of Poisson and Gamma processes
Khrystyna Buchak, Lyudmyla Sakhno
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or…