On martingale characterizations for some generalized space fractional Poisson processes

DOI10.1080/07362994.2018.1443013zbMATH Open1401.60063OpenAlexW2793895695MaRDI QIDQ4685697FDOQ4685697

Authors: K. K. Kataria, P. Vellaisamy 

Publication date: 9 October 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2018.1443013

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zbMATH Keywords

martingalehitting timessubordinatorsgeneralized space fractional Poisson processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Martingales with continuous parameter (60G44)

Cites Work

• Tempering stable processes
• Foundations of Modern Probability
• Fractional Poisson processes and related planar random motions
• Fractional Poisson process
• The space-fractional Poisson process
• A generalization of the space-fractional Poisson process and its connection to some Lévy processes
• Fractional Poisson fields and martingales
• Title not available (Why is that?)
• On densities of the product, quotient and power of independent subordinators
• Counting processes with Bernštein intertimes and random jumps
• Some probabilistic properties of fractional point processes
• Saigo space-time fractional Poisson process via Adomian decomposition method

Cited In (4)

• Poisson process via martingale and related characteristics
• Counting processes with Bernštein intertimes and random jumps
• Fractional Poisson fields and martingales
• Martingale characterizations of increment processes in a commutative hypergroup

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