scientific article; zbMATH DE number 6521379
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Cited in
(62)- Stochastic representation of fractional Bessel-Riesz motion
- Fractional Poisson fields and martingales
- On discrete-time semi-Markov processes
- On the long-range dependence of mixed fractional Poisson process
- Mixed fractional risk process
- Recent developments on fractional point processes
- Generalized fractional counting process
- Skellam and time-changed variants of the generalized fractional counting process
- Non-central moderate deviations for compound fractional Poisson processes
- Subordinated compound Poisson processes of order \(k\)
- Fractional risk process in insurance
- Fractional Poisson process time-changed by Lévy subordinator and its inverse
- Fractional Poisson fields
- Compositions of Poisson and Gamma processes
- Inverse tempered stable subordinators and related processes with Mellin transform
- Nonlocal in-time telegraph equation and telegraph processes with random time
- Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis
- Fractional Skellam processes with applications to finance
- On the long-range dependence of fractional Poisson and negative binomial processes
- The fractional non-homogeneous Poisson process
- Fractal Lévy correlation cascades
- Fractional Negative Binomial and Polya Processes
- Tempered fractional Langevin-Brownian motion with inverse \(\beta\)-stable subordinator
- Stochastic models with mixtures of tempered stable subordinators
- Convoluted fractional Poisson process
- First passage times over stochastic boundaries for subdiffusive processes
- Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
- Spectral projections correlation structure for short-to-long range dependent processes
- Asymptotic degeneracy and subdiffusivity
- Time-changed space-time fractional Poisson process
- First passage times for some classes of fractional time-changed diffusions
- Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators
- Anomalous diffusions in option prices: connecting trade duration and the volatility term structure
- Time-changed Poisson processes of order k
- Non-homogeneous space-time fractional Poisson processes
- Convoluted fractional Poisson process of order k
- Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
- On a time-changed variant of the generalized counting process
- Fractional Skellam process of order k
- Some families of random fields related to multiparameter Lévy processes
- Generalized iterated Poisson process and applications
- Path dynamics of time-changed Lévy processes: a martingale approach
- A class of processes defined in the white noise space through generalized fractional operators
- Generalized fractional risk process
- Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process
- Noncentral moderate deviations for time-changed multivariate Lévy processes with linear combinations of inverse stable subordinators
- A unified approach to compound Poisson process and its time-fractional versions
- Relaxation equations with stretched non-local operators: renewals and time-changed processes
- Non-homogeneous generalized fractional Skellam process
- Fractional Poisson distribution: some properties and parameter estimation
- Moments of generalized fractional polynomial processes
- Iterated tempered stable process
- Iterated generalized counting process and its extensions
- Tempered fractional Hawkes process and its generalizations
- Tempered space-time fractional negative binomial process
- Lévy processes with jumps governed by lower incomplete gamma subordinator and its variations
- A novel meshless method for time Caputo-space Riesz fractional Schrödinger equation
- Quasi limiting distributions on generalized non-local in time and discrete-state stochastic processes
- Generalized fractional derivatives generated by Dickman subordinator and related stochastic processes
- Non-homogeneous and time-changed versions of generalized counting processes
- Probability of ruin within finite time and Cramér-Lundberg inequality for fractional risk processes
- Fractional generalizations of the compound Poisson process
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