Fractional Poisson process. II

DOI10.1016/J.CHAOS.2005.05.019MaRDI QIDQ813596zbMATH OpenOpenAlexFDO

Authors Xiao-Tian Wang, Shi-ying Zhang, Zhixiong Wen

Publication date 13 February 2006

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2005.05.019

zbMATH Keywords

Long-range dependenceContinuous sample pathsWide-sense selfsimilar processesWide-sense stationary increments

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Recommendations

• Poisson fractional processes
• scientific article; zbMATH DE number 2200850
• Nonhomogeneous fractional Poisson processes
• Self-similarity, Stochasticity and Fractionality
• Fractional Poisson process: long-range dependence and applications in ruin theory

Cites work

• scientific article; zbMATH DE number 3751955 (Why is no real title available?)
• scientific article; zbMATH DE number 3497161 (Why is no real title available?)
• scientific article; zbMATH DE number 3304505 (Why is no real title available?)
• Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
• Elements for a theory of financial risks
• Exotic statistical physics: applications to biology, medicine, and economics
• FRACTAL APPROACHES IN SIGNAL PROCESSING
• Fractional (space-time) Fokker-Planck equation
• Fractional Brownian Motions, Fractional Noises and Applications
• Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
• From classical mechanics to unitary propagation without quantization.
• Nonlinear dynamics and infinite dimensional topology in high energy particle physics.
• On some possible generalizations of fractional Brownian motion.
• Scale relativity and fractal space-time: applications to quantum physics, cosmology and chaotic systems.
• The central limit theorem for the Poisson shot-noise process

Cited in

(26)

• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• Convoluted fractional Poisson process
• Fractional pure birth processes
• Fractional Poisson fields
• A fractional generalization of the Poisson processes
• Nonhomogeneous fractional Poisson processes
• Parameter estimation for fractional Poisson processes
• Fractional Poisson processes and related planar random motions
• Parameter estimation for a discrete time model driven by fractional Poisson process
• Properties of integrals with respect to fractional Poisson processes with compact kernels
• Donsker type theorem for fractional Poisson process
• Large deviations for fractional Poisson processes
• On the integral of fractional Poisson processes
• Convoluted fractional Poisson process of order k
• The two-point correlation function of the fractional parts of $\sqrt {n}$ is Poisson
• Recent developments on fractional point processes
• The fractional non-homogeneous Poisson process
• scientific article; zbMATH DE number 2200850 (Why is no real title available?)
• Simulation and estimation for the fractional Yule process
• A Poisson bridge between fractional Brownian motion and stable Lévy motion
• scientific article; zbMATH DE number 6193920 (Why is no real title available?)
• The on-off network traffic model under intermediate scaling
• On the fractional Poisson process and the discretized stable subordinator
• Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation
• Poisson fractional processes
• Generalized Bernoulli process and fractional Poisson process

This page was built for publication: Fractional Poisson process. II

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q813596)