Fractional Poisson process time-changed by Lévy subordinator and its inverse

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

zbMATH Keywords

simulationfractional Poisson processLévy subordinator

Mathematics Subject Classification ID

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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