Fractional Discrete Processes: Compound and Mixed Poisson Representations

DOI10.1239/jap/1395771411zbMath1294.26004arXiv1303.2861MaRDI QIDQ5416537

Claudio Macci, Luisa Beghin

Publication date: 14 May 2014

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

Full work available at URL: https://arxiv.org/abs/1303.2861

zbMATH Keywords

Cox process; doubly stochastic Poisson process; negative binomial process; Pólya-Aeppli process; Poisson inverse Gaussian process

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

26A33: Fractional derivatives and integrals

33E12: Mittag-Leffler functions and generalizations

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Fractional Negative Binomial and Polya Processes, Convoluted Fractional Poisson Process, Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator, Convoluted fractional Poisson process of order k, Tempered space fractional negative binomial process, On fractional tempered stable processes and their governing differential equations, Space-fractional versions of the negative binomial and Polya-type processes, Mixed fractional risk process, Recent developments on fractional point processes, Generalized fractional counting process, Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates, Negative ageing properties for counting processes arising in virtual age models, Optimal layer reinsurance for compound fractional Poisson model, Estimation of parameters in the fractional compound Poisson process, Fractional Poisson process time-changed by Lévy subordinator and its inverse, State dependent versions of the space-time fractional Poisson process, Correlated fractional counting processes on a finite-time interval, Fractional Skellam processes with applications to finance, Fractional Gamma and Gamma-Subordinated Processes

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