Fractional Poisson fields and martingales (Q1753245): Difference between revisions

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+On different topologies for set-indexing collections
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+Characterization of spatial Poisson process along optional increasing paths. A problem of dimension's reduction
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+Reduction of dimension for spatial point processes and right continuous martingales
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+Random-time processes governed by differential equations of fractional distributed order
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+Fractional Poisson processes and related planar random motions
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+Poisson-type processes governed by fractional and higher-order recursive differential equations
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+Limit theorems for occupation times of Markov processes
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+Point processes and queues. Martingale dynamics
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+Aging uncoupled continuous time random walk limits
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+Parameter estimation for fractional Poisson processes
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+Stochastic integrals in the plane
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+The Hurst index of long-range dependent renewal processes
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+On a construction of ordinary Poisson processes and their modelling
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+Mittag-Leffler functions and their applications
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+The set-indexed Lévy process: stationarity, Markov and sample paths properties
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+Characterization of compensators for point processes on the plane
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+A martingale characterization of the set-indexed poisson process
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+What is a multi-parameter renewal process?
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+A compensator characterization of point processes on topological lattices
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+Stopping rules and tactics for processes indexed by a directed set
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+Fractional Poisson process
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+Fractional Poisson fields
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+The fractional non-homogeneous Poisson process
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+Fractional elliptic, hyperbolic and parabolic random fields
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+Fractional Pearson diffusions
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+Path Properties of Subdiffusion—A Martingale Approach
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+A fractional generalization of the Poisson processes
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+Triangular array limits for continuous time random walks
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+Stochastic models for fractional calculus
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+The fractional Poisson process and the inverse stable subordinator
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+A characterization of the spatial Poisson process and changing time
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+Characterizations of multiparameter Cox and Poisson processes by the renewal property
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+Correlation structure of time-changed Pearson diffusions
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+Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
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+Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
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+A generalization of the space-fractional Poisson process and its connection to some Lévy processes
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+Numerical computation of first-passage times of increasing Lévy processes
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