A Class of CTRWs: Compound Fractional Poisson Processes

DOI10.1142/9789814340595_0015zbMath1300.60053arXiv1103.0647OpenAlexW1912430225MaRDI QIDQ3189766

Enrico Scalas

Publication date: 12 September 2014

Published in: Fractional Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.0647

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22)

Related Items

Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann–Liouville type, Generalised fractional evolution equations of Caputo type, Alternative forms of compound fractional Poisson processes, On the fractional Poisson process and the discretized stable subordinator, Fractional Discrete Processes: Compound and Mixed Poisson Representations, On fully mixed and multidimensional extensions of the Caputo and Riemann-Liouville derivatives, related Markov processes and fractional differential equations, Optimal layer reinsurance for compound fractional Poisson model, Estimation of parameters in the fractional compound Poisson process, The probabilistic point of view on the generalized fractional partial differential equations, The Fractional Hamilton-Jacobi-Bellman Equation