A fractional generalization of the Poisson processes

From MaRDI portal
Publication:817099

zbMath1087.60064arXivmath/0701454MaRDI QIDQ817099

Enrico Scalas, Francesco Mainardi, Rudolf Gorenflo

Publication date: 7 March 2006

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701454




Related Items (93)

Exploiting the time-dynamics of news diffusion on the internet through a generalized susceptible-infected modelHilfer-Prabhakar derivatives and some applicationsA stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equationFractional Relaxation Equations and Brownian Crossing Probabilities of a Random BoundaryGeneralization of the fractional Poisson distributionThe fractional non-homogeneous Poisson processA note on Hadamard fractional differential equations with varying coefficients and their applications in probabilityOn the convergence of quadratic variation for compound fractional Poisson processesFractional Erlang queuesFractional Skellam processes with applications to financeThe \(M\)-Wright function in time-fractional diffusion processes: a tutorial surveyAlternative forms of compound fractional Poisson processesFractional non-linear, linear and sublinear death processesProperties of integrals with respect to fractional Poisson processes with compact kernelsBeyond the Poisson renewal process: a tutorial surveyCompound Poisson Process with a Poisson SubordinatorSemi-Markov models and motion in heterogeneous mediaAsymptotic results for a multivariate version of the alternative fractional Poisson processQueuing models with Mittag-Leffler inter-event timesOn the fractional Poisson process and the discretized stable subordinatorRandom-time processes governed by differential equations of fractional distributed orderOn the long-range dependence of fractional Poisson and negative binomial processesFractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyondContinuous time random walk based theory for a one-dimensional coarsening modelA chaotic decomposition for the fractional Lebesgue-Pascal noise spaceSquirrels can remember little: a random walk with jump reversals induced by a discrete-time renewal processOn Mittag-Leffler distributions and related stochastic processesOn Riesz-Caputo formulation for sequential fractional variational principlesFractional processes and their statistical inference: an overviewRandom time-change with inverses of multivariate subordinators: governing equations and fractional dynamicsWeakly driven anomalous diffusion in non-ergodic regime: an analytical solutionA biorthogonal approach to the infinite dimensional fractional Poisson measureA fractional Hawkes process. II: Further characterization of the processPerturbation for fractional-order evolution equationFractional variational optimal control problems with delayed argumentsRisk process with mixture of tempered stable inverse subordinators: analysis and synthesisThe space-fractional Poisson processA functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy processStability analysis of Caputo fractional-order nonlinear systems revisitedOn the integral of fractional Poisson processesLarge deviations for fractional Poisson processesModeling biological systems with an improved fractional Gompertz lawGeneralized fractional Poisson process and related stochastic dynamicsCompositions, random sums and continued random fractions of Poisson and fractional Poisson processesModeling anomalous heat transport in geothermal reservoirs via fractional diffusion equationsThe on-off network traffic model under intermediate scalingFiltered fractional Poisson processesAnomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term StructureApplications of inverse tempered stable subordinatorsAsymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival processCurrent algebra, statistical mechanics and quantum modelsGeneralized fractional nonlinear birth processesGeneralized Master Equations for Random Walks with Time-Dependent Jump SizesA semigroup approach to fractional Poisson processesFractional Poisson fields and martingalesFractional immigration-death processesGeneralized nonlinear Yule modelsFractional Discrete Processes: Compound and Mixed Poisson RepresentationsTime-inhomogeneous fractional Poisson processes defined by the multistable subordinatorMoments for tempered fractional advection-diffusion equationsFractional Negative Binomial and Polya ProcessesA fractional generalization of the Dirichlet distribution and related distributionsSimulation and estimation for the fractional Yule processA model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedbackParameter estimation for fractional Poisson processesOn discrete-time semi-Markov processesCorrelated fractional counting processes on a finite-time intervalOptimal layer reinsurance for compound fractional Poisson modelFractional risk process in insuranceFokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motionEstimation of parameters in the fractional compound Poisson processOn the transient behaviour of fractional \(M/M/\infty\) queuesRecent developments on fractional point processesLimit theorems for the fractional nonhomogeneous Poisson processUnnamed ItemFractional Poisson process time-changed by Lévy subordinator and its inverseThe Mittag-Leffler function in the thinning theory for renewal processesTempered fractional Poisson processes and fractional equations with Z-transformOn discrete time Prabhakar-generalized fractional Poisson processes and related stochastic dynamicsApplication of the Time-Fractional Diffusion Equation to Methyl Alcohol Mass Transfer in SilicaAnomalous Diffusion: Models, Their Analysis, and InterpretationStudies on generalized Yule modelsDensity approach to ballistic anomalous diffusion: An exact analytical treatmentProfessor Rudolf Gorenflo and his contribution to fractional calculusState-Dependent Fractional Point ProcessesMultifractional Poisson process, multistable subordinator and related limit theoremsFractional Poisson fieldsRandom numbers from the tails of probability distributions using the transformation methodBounds for mixing times for finite semi-Markov processes with heavy-tail jump distributionSkellam and time-changed variants of the generalized fractional counting processStochastic solutions of generalized time-fractional evolution equationsOn the sum of independent generalized Mittag–Leffler random variables and the related fractional processesDiscussion on the paper ``On simulation and properties of the stable law by L. Devroye and L. James




This page was built for publication: A fractional generalization of the Poisson processes