scientific article

From MaRDI portal
Publication:3457604

zbMath1329.60118MaRDI QIDQ3457604

Alla Sikorskii, Mark M. Meerschaert, Nikolai N. Leonenko, Rene L. Schilling

Publication date: 16 December 2015


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (37)

Compositions of Poisson and Gamma processesFirst passage times over stochastic boundaries for subdiffusive processesNon-central moderate deviations for compound fractional Poisson processesSubdiffusive search with home returns via stochastic resetting: a subordination scheme approachSpectral projections correlation structure for short-to-long range dependent processesAsymptotic degeneracy and subdiffusivityThe fractional non-homogeneous Poisson processTime-changed space-time fractional Poisson processMixtures of Tempered Stable SubordinatorsFirst passage times for some classes of fractional time-changed diffusionsFractional Skellam processes with applications to financeStochastic representation of fractional Bessel-Riesz motionGeneralized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinatorsConvoluted Fractional Poisson ProcessInverse tempered stable subordinators and related processes with Mellin transformConvoluted fractional Poisson process of order kNonlocal in-time telegraph equation and telegraph processes with random timeOn the long-range dependence of fractional Poisson and negative binomial processesFractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyondRisk process with mixture of tempered stable inverse subordinators: analysis and synthesisTempered fractional Langevin–Brownian motion with inverse β-stable subordinatorAnomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term StructureAsymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival processSubordinated compound Poisson processes of order \(k\)Fractional Poisson fields and martingalesNon-homogeneous space-time fractional Poisson processesFractional Negative Binomial and Polya ProcessesOn discrete-time semi-Markov processesTime-changed Poisson processes of order kOn the long-range dependence of mixed fractional Poisson processFractional risk process in insuranceMixed fractional risk processRecent developments on fractional point processesFractional Poisson process time-changed by Lévy subordinator and its inverseFractional Poisson fieldsGeneralized fractional counting processSkellam and time-changed variants of the generalized fractional counting process







This page was built for publication: