Poisson-type processes governed by fractional and higher-order recursive differential equations
From MaRDI portal
Publication:638295
DOI10.1214/EJP.v15-762zbMath1228.60093arXiv0910.5855MaRDI QIDQ638295
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.5855
renewal functionCox processfractional difference-differential equationsfractional Poisson processesgeneralized Mittag-Leffler functionsprocesses with random time
Fractional derivatives and integrals (26A33) Mittag-Leffler functions and generalizations (33E12) Renewal theory (60K05)
Related Items (54)
Stochastic applications of Caputo-type convolution operators with nonsingular kernels ⋮ Non-central moderate deviations for compound fractional Poisson processes ⋮ Estimation and Simulation for theM-Wright Function ⋮ Non-local solvable birth-death processes ⋮ Fractional Relaxation Equations and Brownian Crossing Probabilities of a Random Boundary ⋮ The fractional non-homogeneous Poisson process ⋮ State dependent versions of the space-time fractional Poisson process ⋮ Fractional Erlang queues ⋮ A practical guide to Prabhakar fractional calculus ⋮ Alternative forms of compound fractional Poisson processes ⋮ Convoluted Fractional Poisson Process ⋮ Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model ⋮ Compound Poisson Process with a Poisson Subordinator ⋮ Semi-Markov models and motion in heterogeneous media ⋮ Asymptotic results for a multivariate version of the alternative fractional Poisson process ⋮ Convoluted fractional Poisson process of order k ⋮ Random-time processes governed by differential equations of fractional distributed order ⋮ Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond ⋮ Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics ⋮ Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis ⋮ A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process ⋮ On the integral of fractional Poisson processes ⋮ Large deviations for fractional Poisson processes ⋮ Compositions, random sums and continued random fractions of Poisson and fractional Poisson processes ⋮ Fractional Poisson processes and their representation by infinite systems of ordinary differential equations ⋮ Joint distribution of the process and its sojourn time in a half-line \([a,+\infty)\) for pseudo-processes driven by a high-order heat-type equation ⋮ The on-off network traffic model under intermediate scaling ⋮ On some properties of the Mittag-Leffler function \(E_\alpha(-t^\alpha)\), completely monotone for \(t>0\) with \(0<\alpha<1\) ⋮ Applications of inverse tempered stable subordinators ⋮ A semigroup approach to fractional Poisson processes ⋮ Fractional Poisson fields and martingales ⋮ Fractional immigration-death processes ⋮ Fractional Discrete Processes: Compound and Mixed Poisson Representations ⋮ On the convolution of Mittag–Leffler distributions and its applications to fractional point processes ⋮ Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator ⋮ On a jump-telegraph process driven by an alternating fractional Poisson process ⋮ On discrete-time semi-Markov processes ⋮ Correlated fractional counting processes on a finite-time interval ⋮ Moment estimators for the two-parameter \(M\)-Wright distribution ⋮ Fractional risk process in insurance ⋮ Recent developments on fractional point processes ⋮ Limit theorems for the fractional nonhomogeneous Poisson process ⋮ The fractional birth process with power-law immigration ⋮ Unnamed Item ⋮ Flexible models for overdispersed and underdispersed count data ⋮ Fractional Poisson process time-changed by Lévy subordinator and its inverse ⋮ On the governing equations for Poisson and Skellam processes time-changed by inverse subordinators ⋮ On discrete time Prabhakar-generalized fractional Poisson processes and related stochastic dynamics ⋮ Inverse stable prior for exponential models ⋮ Studies on generalized Yule models ⋮ Some Skew-Symmetric Distributions Which Include the Bimodal Ones ⋮ On a fractional alternating Poisson process ⋮ Fractional Poisson fields ⋮ On the sum of independent generalized Mittag–Leffler random variables and the related fractional processes
This page was built for publication: Poisson-type processes governed by fractional and higher-order recursive differential equations