Fractional Skellam process of order k

DOI10.1007/S10959-024-01314-8MaRDI QIDQ6556239zbMATH OpenFDO

Authors K. K. Kataria, M. Khandakar

Publication date 17 June 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

long-range dependencePoisson processfractional Skellam processLévy subordinator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Fractional processes, including fractional Brownian motion (60G22) Fractional ordinary differential equations (34A08)

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