Kumar, A.; Nane, Erkan; Vellaisamy, P. - In: Statistics & Probability Letters 81 (2011) 12, pp. 1899-1910
We consider time-changed Poisson processes, and derive the governing difference–differential equations (DDEs) for these processes. In particular, we consider the time-changed Poisson processes where the time-change is inverse Gaussian, or its hitting time process, and discuss the governing...