scientific article; zbMATH DE number 6521379
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Cited in
(45)- Convoluted fractional Poisson process
- Tempered fractional Langevin-Brownian motion with inverse \(\beta\)-stable subordinator
- Fractional Negative Binomial and Polya Processes
- Generalized fractional counting process
- Fractional Skellam process of order \(k\)
- Time-changed Poisson processes of order \(k\)
- Fractional Poisson fields
- Skellam and time-changed variants of the generalized fractional counting process
- Fractional Poisson process time-changed by Lévy subordinator and its inverse
- Non-central moderate deviations for compound fractional Poisson processes
- Subordinated compound Poisson processes of order \(k\)
- Non-homogeneous space-time fractional Poisson processes
- Fractional Skellam processes with applications to finance
- On discrete-time semi-Markov processes
- On the long-range dependence of fractional Poisson and negative binomial processes
- First passage times over stochastic boundaries for subdiffusive processes
- Fractal Lévy correlation cascades
- Nonlocal in-time telegraph equation and telegraph processes with random time
- Fractional risk process in insurance
- Asymptotic degeneracy and subdiffusivity
- Compositions of Poisson and Gamma processes
- Mixed fractional risk process
- Convoluted fractional Poisson process of order k
- Generalized iterated Poisson process and applications
- Path dynamics of time-changed Lévy processes: a martingale approach
- Some families of random fields related to multiparameter Lévy processes
- A class of processes defined in the white noise space through generalized fractional operators
- Recent developments on fractional point processes
- Inverse tempered stable subordinators and related processes with Mellin transform
- On the long-range dependence of mixed fractional Poisson process
- Stochastic representation of fractional Bessel-Riesz motion
- The fractional non-homogeneous Poisson process
- Time-changed space-time fractional Poisson process
- Stochastic models with mixtures of tempered stable subordinators
- Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
- Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators
- Fractional Poisson fields and martingales
- Generalized fractional risk process
- On a time-changed variant of the generalized counting process
- Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
- Spectral projections correlation structure for short-to-long range dependent processes
- Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis
- Anomalous diffusions in option prices: connecting trade duration and the volatility term structure
- First passage times for some classes of fractional time-changed diffusions
- Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process
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