Abstract
In this article, we study the hitting probabilities of weighted Poisson processes and their subordinated versions with different intensities. Furthermore, we simulate and analyze the asymptotic properties of the hitting probabilities in different weights and give an example in the case of subordination.
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This work was supported by the National Natural Science Foundation of China (11571262, 11731012 and 11971361).
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Zuo, H., Shen, Z. & Rang, G. Hitting probabilities of weighted Poisson processes with different intensities and their subordinations. Acta Math Sci 41, 67–84 (2021). https://doi.org/10.1007/s10473-021-0104-6
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DOI: https://doi.org/10.1007/s10473-021-0104-6