State-Dependent Fractional Point Processes

DOI10.1239/jap/1429282604zbMath1315.60056arXiv1303.6699OpenAlexW2001973440MaRDI QIDQ5252234

Roberto Garra, Federico Polito, Enzo Orsingher

Publication date: 29 May 2015

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.6699

zbMATH Keywords

Mittag-Leffler functionPoisson processstable processfractional point processesfractional birth processDzhrbashyan-Caputo fractional derivative

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional ordinary differential equations (34A08)

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Uses Software

• DLMF

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