Nonhomogeneous Poisson Processes and Their Application to Economic Development Trends
نویسنده
چکیده
Abstract. In this research we try to consider the problem of applying the Nonhomogeneous Poisson process to trends of economic development. More specifically, a modified Nonhomogeneous Poisson process is derived when the intensity rate is considered as a solution of stochastic differential equation which satisfies the geometric Brownian motion. The mean and the variance of the modified process are also obtained.
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