Fractional Poisson process with random drift

DOI10.1214/EJP.v19-3258zbMath1334.60053arXiv1401.3170MaRDI QIDQ2514315

Mirko D'Ovidio, Luisa Beghin

Publication date: 3 February 2015

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.3170

zbMATH Keywords

Lévy processesPoisson semigrouptime changefractional Poisson processrandom driftfractional equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Signal detection and filtering (aspects of stochastic processes) (60G35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional partial differential equations (35R11)

Related Items (7)

Fractional diffusion-type equations with exponential and logarithmic differential operators ⋮ Properties of Poisson processes directed by compound Poisson-gamma subordinators ⋮ Time-changed space-time fractional Poisson process ⋮ On fractional tempered stable processes and their governing differential equations ⋮ Generalized nonlinear Yule models ⋮ Correlated fractional counting processes on a finite-time interval ⋮ Recent developments on fractional point processes

This page was built for publication: Fractional Poisson process with random drift