Poisson process with different Brownian clocks

DOI10.1080/17442508.2011.581283MaRDI QIDQ4648577zbMATHOpenAlexFDO

Authors L. Beghin, Enzo Orsingher

Publication date 9 November 2012

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2011.581283

zbMATH Keywords

elastic Brownian motionfractional difference-differential equationsbirth and death processesfractional Poisson processesgeneralized Mittag-Leffler functions

Mathematics Subject Classification ID

Brownian motion (60J65) Special processes (60K99) Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12)

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• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
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• Fractional Poisson process
• Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
• Iterated elastic Brownian motions and fractional diffusion equations
• Single Server Queue with Batch Arrivals and α - Poisson Distribution
• Stochastic processes directed by randomized time

Cited in

(8)

• A modification of the Wiener process due to a Poisson random train of diffusion-enhancing pulses
• Population processes sampled at random times
• Compound Poisson process with a Poisson subordinator
• Bessel processes and hyperbolic Brownian motions stopped at different random times
• Counting processes with Bernštein intertimes and random jumps
• Fractional relaxation equations and Brownian crossing probabilities of a random boundary
• Generalized iterated Poisson process and applications
• Fractional Poisson process with random drift

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