Fractional Poisson process time-changed by Lévy subordinator and its inverse
From MaRDI portal
Publication:2312774
DOI10.1007/s10959-017-0797-6zbMath1478.60128MaRDI 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
60G22: Fractional processes, including fractional Brownian motion
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Time-changed space-time fractional Poisson process, Time-changed Poisson processes of order k, Non-homogeneous space-time fractional Poisson processes, 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, Skellam and time-changed variants of the generalized fractional counting process, Linnik Lévy process and some extensions, Subordinated compound Poisson processes of order \(k\), Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The fractional non-homogeneous Poisson process
- Time dependent random fields on spherical non-homogeneous surfaces
- The fractional Poisson process and the inverse stable subordinator
- The space-fractional Poisson process
- Numerical computation of first-passage times of increasing Lévy processes
- Poisson-type processes governed by fractional and higher-order recursive differential equations
- Time-changed Poisson processes
- Applications of inverse tempered stable subordinators
- A fractional generalization of the Poisson processes
- Inverse tempered stable subordinators
- Parameter estimation for fractional Poisson processes
- Fractional Poisson processes and related planar random motions
- Statistical properties of the generalized inverse Gaussian distribution
- Stable densities under change of scale and total variation inequalities
- Fractional Poisson process
- Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
- Fractional Brownian motion time-changed by gamma and inverse gamma process
- Space-fractional versions of the negative binomial and Polya-type processes
- Fractional Poisson fields and martingales
- On the integral of fractional Poisson processes
- Fractional Poisson fields
- Compositions of Poisson and Gamma processes
- Counting processes with Bernštein intertimes and random jumps
- On the long-range dependence of fractional Poisson and negative binomial processes
- Lévy Processes and Stochastic Calculus
- Fractional Negative Binomial and Polya Processes
- Sampling Exponentially Tilted Stable Distributions
- Limit theorems for continuous-time random walks with infinite mean waiting times
- Financial Modelling with Jump Processes
- First-exit times of an inverse Gaussian process
- Fractional Discrete Processes: Compound and Mixed Poisson Representations
- Limit theorems for occupation times of Markov processes
- Non-homogeneous space-time fractional Poisson processes
- Bernstein functions. Theory and applications