On the integral of fractional Poisson processes

DOI10.1016/j.spl.2012.12.016zbMath1274.60124arXiv1303.6687OpenAlexW2072534786MaRDI 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

zbMATH Keywords

Riemann-Liouville fractional integralsSkellam distributionMittag-Leffler generalized functions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Hilfer-Prabhakar derivatives and some applications, Properties of Poisson processes directed by compound Poisson-gamma subordinators, On inverse-power Poisson functionals, Fractional Poisson processes and their representation by infinite systems of ordinary differential equations, Fractional Poisson process time-changed by Lévy subordinator and its inverse

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