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