A renewal process of Mittag-Leffler type.

DOI10.1142/9789812702746_0002zbMATH Open1191.60101OpenAlexW2006183299MaRDI QIDQ3576006FDOQ3576006

Authors Rudolf Gorenflo, Enrico Scalas, Francesco Mainardi

Publication date 28 July 2010

Published in Thinking in Patterns (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789812702746_0002

zbMATH Keywords

fractional calculusgeneralization of Poisson renewal processgeneralization of related Erlang distribution

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Discrete-time Markov processes on general state spaces (60J05) Fractional derivatives and integrals (26A33) Laplace transform (44A10) Renewal theory (60K05)

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• EMPIRICAL LAWS OF A STOCK PRICE INDEX AND A STOCHASTIC MODEL
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