Alternative forms of compound fractional Poisson processes

DOI10.1155/2012/747503zbMath1255.60063OpenAlexW2096217566WikidataQ58696717 ScholiaQ58696717MaRDI QIDQ1925425

Claudio Macci, Luisa Beghin

Publication date: 18 December 2012

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/747503

zbMATH Keywords

compound Poisson processescontinuous-time random walksfractional-difference Poisson processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Renewal theory (60K05)

Related Items (13)

Stochastic applications of Caputo-type convolution operators with nonsingular kernels ⋮ Fractional Gamma and Gamma-Subordinated Processes ⋮ On fractional tempered stable processes and their governing differential equations ⋮ Laplace type integral expressions for a certain three-parameter family of generalized Mittag-Leffler functions with applications involving complete monotonicity ⋮ Point processes subordinated to compound Poisson processes ⋮ Convoluted fractional Poisson process of order k ⋮ Long-memory Gaussian processes governed by generalized Fokker-Planck equations ⋮ Generalized fractional nonlinear birth processes ⋮ Fractional Discrete Processes: Compound and Mixed Poisson Representations ⋮ Continuous random walks and fractional powers of operators ⋮ Optimal layer reinsurance for compound fractional Poisson model ⋮ Estimation of parameters in the fractional compound Poisson process ⋮ On the sum of independent generalized Mittag–Leffler random variables and the related fractional processes

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