Tempered fractional Poisson processes and fractional equations with Z-transform
From MaRDI portal
Publication:4986449
Abstract: In this article, we derive the state probabilities of different type of space- and time-fractional Poisson processes using z-transform. We work on tempered versions of time-fractional Poisson process and space-fractional Poisson processes. We also introduce Gegenbauer type fractional differential equations and their solutions using z-transform. Our results generalize and complement the result available on fractional Poisson processes in several directions.
Recommendations
- On fractional tempered stable processes and their governing differential equations
- Fractional Poisson processes and their representation by infinite systems of ordinary differential equations
- Poisson-type processes governed by fractional and higher-order recursive differential equations
- A fractional generalization of the Poisson processes
- Generalized fractional Poisson process and related stochastic dynamics
- On the integral of fractional Poisson processes
- A semigroup approach to fractional Poisson processes
- On Z-fractional differential equations
- Poisson fractional processes
- Fractional Poisson processes of order \(k\) and beyond
Cites work
- A fractional generalization of the Poisson processes
- A fractional Poisson process in a model of dispersive charge transport in semiconductors
- Applications of inverse tempered stable subordinators
- Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
- Fractional Poisson fields and martingales
- Fractional Poisson process
- Fractional Poisson processes and related planar random motions
- Gegenbauer random fields
- Generalized mittag-leffler function and generalized fractional calculus operators
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 3350519 (Why is no real title available?)
- Inverse stable subordinators
- Limit theorems for occupation times of Markov processes
- Mittag-Leffler functions, related topics and applications
- ON GENERALIZED FRACTIONAL PROCESSES
- On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators
- On the infinite divisibility of distributions of some inverse subordinators
- Properties of Poisson processes directed by compound Poisson-gamma subordinators
- Some applications of the fractional Poisson probability distribution
- Stochastic models for fractional calculus
- Tempering stable processes
- The fractional Poisson process and the inverse stable subordinator
- The space-fractional Poisson process
- Triangular array limits for continuous time random walks
Cited in
(12)- A simple proof of the Lévy-Khintchine formula for subordinators
- State dependent versions of the space-time fractional Poisson process
- Inverse tempered stable subordinators and related processes with Mellin transform
- Time-changed space-time fractional Poisson process
- Fractional Poisson processes of order \(k\) and beyond
- Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
- Tempered space fractional negative binomial process
- On spectral properties of stationary random processes connected by a special random time change
- GARTFIMA process and its empirical spectral density based estimation
- Bivariate tempered space-fractional Poisson process and shock models
- Shock models driven by a bivariate mixture tempered space fractional Poisson process
- Fractional generalizations of the compound Poisson process
This page was built for publication: Tempered fractional Poisson processes and fractional equations with Z-transform
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4986449)