A Class of CTRWs: Compound Fractional Poisson Processes

DOI10.1142/9789814340595_0015zbMath1300.60053arXiv1103.0647OpenAlexW1912430225MaRDI QIDQ3189766

Enrico Scalas

Publication date: 12 September 2014

Published in: Fractional Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.0647

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22)

Related Items (10)

Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann–Liouville type ⋮ Generalised fractional evolution equations of Caputo type ⋮ Alternative forms of compound fractional Poisson processes ⋮ On the fractional Poisson process and the discretized stable subordinator ⋮ Fractional Discrete Processes: Compound and Mixed Poisson Representations ⋮ On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations ⋮ Optimal layer reinsurance for compound fractional Poisson model ⋮ Estimation of parameters in the fractional compound Poisson process ⋮ The probabilistic point of view on the generalized fractional partial differential equations ⋮ The Fractional Hamilton-Jacobi-Bellman Equation

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