Advances in Applied Probability, Vol. 19, No. 3 (Sep., 1987), pp. 632-651 (20 pages) We consider a class of functions on [0,∞), denoted by Ω , having Laplace transforms with only negative zeros and ...
We examine the Laplace transform of the distribution of the shot noise process using the martingale. Applying the piecewise deterministic Markov processes theory and ...