The following pages link to (Q3457604):
Displaying 44 items.
- The fractional non-homogeneous Poisson process (Q342774) (← links)
- Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process (Q666972) (← links)
- Stochastic representation of fractional Bessel-Riesz motion (Q1677759) (← links)
- Fractional Poisson fields and martingales (Q1753245) (← links)
- On discrete-time semi-Markov processes (Q2029744) (← links)
- On the long-range dependence of mixed fractional Poisson process (Q2042052) (← links)
- Mixed fractional risk process (Q2049354) (← links)
- Recent developments on fractional point processes (Q2050307) (← links)
- Generalized fractional counting process (Q2100017) (← links)
- Skellam and time-changed variants of the generalized fractional counting process (Q2110563) (← links)
- Non-central moderate deviations for compound fractional Poisson processes (Q2128927) (← links)
- Subordinated compound Poisson processes of order \(k\) (Q2240072) (← links)
- Fractional risk process in insurance (Q2299384) (← links)
- Fractional Poisson process time-changed by Lévy subordinator and its inverse (Q2312774) (← links)
- Fractional Poisson fields (Q2340305) (← links)
- Compositions of Poisson and Gamma processes (Q2360596) (← links)
- Inverse tempered stable subordinators and related processes with Mellin transform (Q2670768) (← links)
- Nonlocal in-time telegraph equation and telegraph processes with random time (Q2680982) (← links)
- Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis (Q2692944) (← links)
- Fractional Skellam processes with applications to finance (Q2939445) (← links)
- On the long-range dependence of fractional Poisson and negative binomial processes (Q2956504) (← links)
- Fractional Negative Binomial and Polya Processes (Q4581303) (← links)
- Tempered fractional Langevin–Brownian motion with inverse <i>β</i>-stable subordinator (Q4629614) (← links)
- Mixtures of Tempered Stable Subordinators (Q4999112) (← links)
- Convoluted Fractional Poisson Process (Q5009800) (← links)
- First passage times over stochastic boundaries for subdiffusive processes (Q5036094) (← links)
- Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach (Q5049655) (← links)
- Spectral projections correlation structure for short-to-long range dependent processes (Q5056737) (← links)
- Asymptotic degeneracy and subdiffusivity (Q5060380) (← links)
- Time-changed space-time fractional Poisson process (Q5074267) (← links)
- First passage times for some classes of fractional time-changed diffusions (Q5085217) (← links)
- Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators (Q5092686) (← links)
- Anomalous Diffusions in Option Prices: Connecting Trade Duration and the Volatility Term Structure (Q5144187) (← links)
- Time-changed Poisson processes of order <i>k</i> (Q5206082) (← links)
- Non-homogeneous space-time fractional Poisson processes (Q5742548) (← links)
- Convoluted fractional Poisson process of order <i>k</i> (Q6080804) (← links)
- Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order <i>k</i> and beyond (Q6106219) (← links)
- On a time-changed variant of the generalized counting process (Q6500031) (← links)
- Fractional Skellam process of order \(k\) (Q6556239) (← links)
- Some families of random fields related to multiparameter Lévy processes (Q6633172) (← links)
- Generalized iterated Poisson process and applications (Q6633177) (← links)
- Path dynamics of time-changed Lévy processes: a martingale approach (Q6633178) (← links)
- A class of processes defined in the white noise space through generalized fractional operators (Q6635688) (← links)
- Generalized fractional risk process (Q6643673) (← links)
