Correlated fractional counting processes on a finite-time interval

DOI10.1239/jap/1450802752zbMath1337.60061arXiv1407.6844OpenAlexW2139676578MaRDI QIDQ2794724

Claudio Macci, Roberto Garra, Luisa Beghin

Publication date: 11 March 2016

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

Full work available at URL: https://arxiv.org/abs/1407.6844

zbMATH Keywords

fractional Poisson processesfractional counting processesfractional negative binomial processesweighted processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Probability distributions: general theory (60E05) Mittag-Leffler functions and generalizations (33E12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

A bridge on Lomnitz type creep laws via generalized fractional calculus ⋮ On the kinetics of Hadamard-type fractional differential systems ⋮ A note on a modified fractional Maxwell model

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