Fractional generalizations of the compound Poisson process
From MaRDI portal
Cites work
- A class of CTRWs: compound fractional Poisson processes
- A fractional generalization of the Poisson processes
- Alternative forms of compound fractional Poisson processes
- Bernstein functions. Theory and applications
- Compound Poisson approximation to convolutions of compound negative binomial variables
- Compound Poisson process with a Poisson subordinator
- Convolution-type derivatives, hitting-times of subordinators and time-changed \(C_0\)-semigroups
- Financial Modelling with Jump Processes
- First-exit times of an inverse Gaussian process
- Fractional discrete processes: compound and mixed Poisson representations
- Fractional Negative Binomial and Polya Processes
- Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
- Fractional Poisson process time-changed by Lévy subordinator and its inverse
- Fractional Poisson processes and related planar random motions
- Fractional Poisson processes of order \(k\) and beyond
- Generalized fractional counting process
- Generalized fractional risk process
- scientific article; zbMATH DE number 6521379 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- scientific article; zbMATH DE number 3354483 (Why is no real title available?)
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Lévy Processes and Stochastic Calculus
- Multivariate fractional Poisson processes and compound sums
- Pólya-Aeppli distribution of order \(k\)
- Pólya-Aeppli of order k risk model
- Space-fractional versions of the negative binomial and Polya-type processes
- Subordinated compound Poisson processes of order \(k\)
- Tempered fractional Poisson processes and fractional equations with Z-transform
- Tempered Mittag-Leffler Lévy processes
- Tempered space-time fractional negative binomial process
- The fractional Poisson process and the inverse stable subordinator
- Time-changed Poisson processes of order k
- Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods
This page was built for publication: Fractional generalizations of the compound Poisson process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7354605)