Fractional Generalizations of the Compound Poisson Process

arXiv2307.12252MaRDI QIDQ6444781

Neha Gupta, Aditya Maheshwari

Publication date: 23 July 2023

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G22: Fractional processes, including fractional Brownian motion

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)