Fractional Poisson processes of order \(k\) and beyond (Q6071176)
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scientific article; zbMATH DE number 7768802
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English | Fractional Poisson processes of order \(k\) and beyond |
scientific article; zbMATH DE number 7768802 |
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Fractional Poisson processes of order \(k\) and beyond (English)
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21 November 2023
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The authors introduce fractional Poisson fields of order \(k\) in \(n\)-dimensional Euclidean space of positive real-valued vectors. They introduce time-fractional Poisson process of order \(k\), space-fractional Poisson process of order \(k\), a tempered version of time-space fractional process of order \(k\) and generalized fractional Poisson processes of order \(k\). They derive the difference-differential equations governing the probability distributions of these processes and derive Watanabe martingale characterization for some time-changed Poisson processes.
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time-fractional Poisson process
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Poisson process of order \(k\)
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space-fractional Poisson process
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