On martingale characterizations for some generalized space fractional Poisson processes

DOI10.1080/07362994.2018.1443013MaRDI QIDQ4685697zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

martingalehitting timessubordinatorsgeneralized space fractional Poisson processes

Mathematics Subject Classification ID

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

Recommendations

• Poisson process via martingale and related characteristics
• Fractional Poisson fields and martingales
• scientific article; zbMATH DE number 69203
• A martingale characterization of the set-indexed poisson process
• Martingale characteristics of mixed poisson processes

Cites work

• scientific article; zbMATH DE number 3227572 (Why is no real title available?)
• A generalization of the space-fractional Poisson process and its connection to some Lévy processes
• Counting processes with Bernštein intertimes and random jumps
• Foundations of Modern Probability
• Fractional Poisson fields and martingales
• Fractional Poisson process
• Fractional Poisson processes and related planar random motions
• On densities of the product, quotient and power of independent subordinators
• Saigo space-time fractional Poisson process via Adomian decomposition method
• Some probabilistic properties of fractional point processes
• Tempering stable processes
• The space-fractional Poisson process

Cited in

(5)

• On martingale characterizations of generalized counting process and its time-changed variants
• Martingale characterizations of increment processes in a commutative hypergroup
• Poisson process via martingale and related characteristics
• Counting processes with Bernštein intertimes and random jumps
• Fractional Poisson fields and martingales

This page was built for publication: On martingale characterizations for some generalized space fractional Poisson processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4685697)