Subordinated compound Poisson processes of order \(k\)

DOI10.15559/20-VMSTA165zbMath1479.60079arXiv2005.01337OpenAlexW3095664744MaRDI QIDQ2240072

N. S. Upadhye, Ayushi Singh Sengar

Publication date: 5 November 2021

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.01337

zbMATH Keywords

martingale characterizationcompound Poisson process of order \(k\)mixture of tempered stable subordinators

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Convoluted fractional Poisson process of order k

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