On the integral of fractional Poisson processes
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Publication:1950742
DOI10.1016/j.spl.2012.12.016zbMath1274.60124arXiv1303.6687MaRDI QIDQ1950742
Federico Polito, Enzo Orsingher
Publication date: 13 May 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.6687
60G22: Fractional processes, including fractional Brownian motion
26A33: Fractional derivatives and integrals
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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