A renewal-process-type expression for the moments of inverse subordinators

Journal of Applied Probability

Volumn 42, Issue 4, 2005, Pages 1134-1144

  Lagerås, Andreas Nordvall ^a  

^a STOCKHOLM UNIVERSITY   (Sweden)

Author keywords

Cox process; Local time; Passage time; Renewal theory; Subordinator

Indexed keywords

EID: 33645337381     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1134587822     Document Type: Article

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