Barbara Martinucci

Explicit distributions and time-changed dynamics of the two-state Markov modulated Poisson process

This paper investigates the two-state Markov modulated Poisson process Nt\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$N_t$$\end{documen...