Journal of Applied Mathematics and Stochastic Analysis
Volume 2008 (2008), Article ID 367170, 14 pages
doi:10.1155/2008/367170
Research Article

The Distribution of the Interval between Events of a Cox Process with Shot Noise Intensity

Angelos Dassios1 and Jiwook Jang2

1Department of Statistics, London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK
2Division of Economic and Financial Studies, Department of Actuarial Studies, Macquarie University, Sydney NSW 2109, Australia

Received 19 June 2008; Accepted 19 September 2008

Academic Editor: Enzo Orsingher

Copyright © 2008 Angelos Dassios and Jiwook Jang. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Angelos Dassios and Jiwook Jang, “The Distribution of the Interval between Events of a Cox Process with Shot Noise Intensity,” Journal of Applied Mathematics and Stochastic Analysis, vol. 2008, Article ID 367170, 14 pages, 2008. doi:10.1155/2008/367170