Moments of Markovian growth-collapse processes
We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of the moments of Markovian growth-collapse processes. This extends existing formulas for mean and variance available in the literature to closed-form moment expressions of all orders. In co...
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| 格式: | Article |
| 語言: | English |
| 出版: |
2022
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| 在線閱讀: | https://hdl.handle.net/10356/163719 |
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