On the multivariate generalized counting process and its time-changed variants

DOI10.1007/S13540-025-00419-ZMaRDI QIDQ6964937zbMATH OpenFDO

Authors K. K. Kataria, Manisha Dhillon

Publication date 4 July 2025

Published in Fractional Calculus \& Applied Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S13540-025-00419-Z

zbMATH Keywords

Bernštein functionLévy measuremultivariate counting processrandom time-change

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(2)

• Iterated generalized counting process and its extensions
• Explicit distributions and time-changed dynamics of the two-state Markov modulated Poisson process

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