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.
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)
Related Items (37)
Compositions of Poisson and Gamma processes ⋮ First passage times over stochastic boundaries for subdiffusive processes ⋮ Non-central moderate deviations for compound fractional Poisson 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 ⋮ The fractional non-homogeneous Poisson process ⋮ Time-changed space-time fractional Poisson process ⋮ Mixtures of Tempered Stable Subordinators ⋮ First passage times for some classes of fractional time-changed diffusions ⋮ Fractional Skellam processes with applications to finance ⋮ Stochastic representation of fractional Bessel-Riesz motion ⋮ Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators ⋮ Convoluted Fractional Poisson Process ⋮ Inverse tempered stable subordinators and related processes with Mellin transform ⋮ Convoluted fractional Poisson process of order k ⋮ Nonlocal in-time telegraph equation and telegraph processes with random time ⋮ On the long-range dependence of fractional Poisson and negative binomial processes ⋮ Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond ⋮ Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis ⋮ Tempered fractional Langevin–Brownian motion with inverse β-stable subordinator ⋮ Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure ⋮ Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process ⋮ Subordinated compound Poisson processes of order \(k\) ⋮ Fractional Poisson fields and martingales ⋮ Non-homogeneous space-time fractional Poisson processes ⋮ Fractional Negative Binomial and Polya Processes ⋮ On discrete-time semi-Markov processes ⋮ Time-changed Poisson processes of order k ⋮ On the long-range dependence of mixed fractional Poisson process ⋮ Fractional risk process in insurance ⋮ Mixed fractional risk process ⋮ Recent developments on fractional point processes ⋮ Fractional Poisson process time-changed by Lévy subordinator and its inverse ⋮ Fractional Poisson fields ⋮ Generalized fractional counting process ⋮ Skellam and time-changed variants of the generalized fractional counting process
This page was built for publication: