Fractional Poisson fields and martingales

DOI10.1007/s10955-018-1951-yzbMath1391.60110arXiv1601.08136OpenAlexW2498261949MaRDI QIDQ1753245

Giacomo Aletti, Ely Merzbach, Nikolai N. Leonenko

Publication date: 28 May 2018

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.08136

zbMATH Keywords

fractional differential equationssecond order statisticsinverse subordinatormartingale characterizationfractional Poisson fields

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Characterization and structure theory of statistical distributions (62E10) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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