In the paper, by using two processes ξt and η t , t ≥ 0 with independent increments, one of which is without negative overshoots and the second one is homogeneous in time, we study a homogeneous Markov process ξt, t ≥ 0, and we find the Laplace transform of the generating function of transitional probabilities of the process ξt, t ≥ 0.
Process with independent increments lattice distribution Poison process.
Birincil Dil | İngilizce |
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Bölüm | Research Article |
Yazarlar | |
Yayımlanma Tarihi | 1 Haziran 2017 |
Yayımlandığı Sayı | Yıl 2017 Cilt: 7 Sayı: 1 |