Generalized space time fractional Skellam process

DOI10.1007/S11009-026-10341-3MaRDI QIDQ7405599zbMATH OpenFDO

Authors Kartik Tathe, Shyan Ghosh

Publication date 2026

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11009-026-10341-3

zbMATH Keywords

fractional Skellam processesgeneralized counting processesmartingalesrunning averagesubordination

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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