Fractional Poisson process

DOI10.1016/S1007-5704(03)00037-6MaRDI QIDQ1406795zbMATH OpenFDO

Authors Nick Laskin

Publication date 7 September 2003

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S1007-5704(03)00037-6

zbMATH Keywords

fractional differential-difference equationfractional Poisson distributioninterarrival times distributionKolmogorov-Feller equationPoisson random process

Mathematics Subject Classification ID

Partial functional-differential equations (35R10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

The author elaborates a fractional Poisson distribution based on the fractional generalization of the Kolmogorov-Feller equation. The relationship between the developed fractional model and the standard Poisson random process is discussed.

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