Poisson process with different Brownian clocks

DOI10.1080/17442508.2011.581283zbMATH Open1262.60099OpenAlexW2069466032MaRDI QIDQ4648577FDOQ4648577

Enzo Orsingher, L. Beghin

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

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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)

Cites Work

• Title not available (Why is that?)
• Fractional Poisson process
• Title not available (Why is that?)
• Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
• Stochastic processes directed by randomized time
• Iterated elastic Brownian motions and fractional diffusion equations
• Single Server Queue with Batch Arrivals and α - Poisson Distribution

Cited In (5)

• Population processes sampled at random times
• Fractional relaxation equations and Brownian crossing probabilities of a random boundary
• A modification of the Wiener process due to a Poisson random train of diffusion-enhancing pulses
• Generalized iterated Poisson process and applications
• Compound Poisson Process with a Poisson Subordinator

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