A generalization of the space-fractional Poisson process and its connection to some Lévy processes

DOI10.1214/16-ECP4383zbMath1338.60129arXiv1502.03115MaRDI QIDQ287803

Federico Polito, Enrico Scalas

Publication date: 23 May 2016

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

Full work available at URL: https://arxiv.org/abs/1502.03115

zbMATH Keywords

Lévy processessubordinationfractional point processesprabhakar derivativePrabhakar integraltime-change

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33)

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