On the sum of independent generalized Mittag–Leffler random variables and the related fractional processes
Publication:5024371
DOI10.1080/07362994.2021.1890120zbMath1480.60100OpenAlexW3134119217MaRDI QIDQ5024371
Publication date: 31 January 2022
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2021.1890120
Caputo derivativemultivariate Mittag-Leffler functionalternating processgeneralized Mittag-Leffler distributionstate-dependent process
Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (3)
Cites Work
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