A renewal process of Mittag-Leffler type.

DOI10.1142/9789812702746_0002MaRDI QIDQ3576006zbMATH OpenOpenAlexFDO

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

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

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