Fractional Poisson process time-changed by Lévy subordinator and its inverse
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Publication:2312774
DOI10.1007/s10959-017-0797-6zbMath1478.60128OpenAlexW2774164989MaRDI QIDQ2312774
Aditya Maheshwari, Palaniappan Vellaisamy
Publication date: 18 July 2019
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-017-0797-6
Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (11)
Time-changed space-time fractional Poisson process ⋮ Linnik Lévy process and some extensions ⋮ Fractional Poisson processes of order \(k\) and beyond ⋮ Convoluted fractional Poisson process of order k ⋮ Fractional processes and their statistical inference: an overview ⋮ Tempered space fractional negative binomial process ⋮ Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis ⋮ Subordinated compound Poisson processes of order \(k\) ⋮ Non-homogeneous space-time fractional Poisson processes ⋮ Time-changed Poisson processes of order k ⋮ Skellam and time-changed variants of the generalized fractional counting process
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