Fractional Poisson process time-changed by Lévy subordinator and its inverse

DOI10.1007/s10959-017-0797-6zbMath1478.60128OpenAlexW2774164989MaRDI QIDQ2312774

Aditya Maheshwari, Palaniappan Vellaisamy

Publication date: 18 July 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-017-0797-6

zbMATH Keywords

simulationfractional Poisson processLévy subordinator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Time-changed space-time fractional Poisson process, Linnik Lévy process and some extensions, Fractional Poisson processes of order \(k\) and beyond, Convoluted fractional Poisson process of order k, Fractional processes and their statistical inference: an overview, Tempered space fractional negative binomial process, Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis, Subordinated compound Poisson processes of order \(k\), Non-homogeneous space-time fractional Poisson processes, Time-changed Poisson processes of order k, Skellam and time-changed variants of the generalized fractional counting process

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